+59.6%
T vs DDOG
+116.2%
-56.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -0.7% |
| 7D | +1.0% | -23.9% | +24.9% | -1.0% |
| 30D | -10.6% | -34.0% | +23.4% | -13.1% |
| 3M | -7.7% | -21.9% | +14.2% | -9.3% |
| 6M | -13.3% | +24.6% | -37.9% | -12.1% |
| YTD | -8.8% | +31.7% | -40.4% | -6.8% |
| 1Y | -8.4% | -6.2% | -2.2% | -7.6% |
| 3Y | +59.6% | +125.1% | -65.4% | +63.7% |
| All | +59.6% | +116.2% | -56.5% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DDOG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling