+53.4%
T vs DDOG
-3.9%
+57.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -0.8% |
| 7D | +1.0% | -23.9% | +24.9% | +0.4% |
| 30D | -10.6% | -34.0% | +23.4% | -11.4% |
| 3M | -7.7% | -21.9% | +14.2% | -8.3% |
| 6M | -13.3% | +24.6% | -37.9% | -13.7% |
| YTD | -8.8% | +31.7% | -40.4% | -9.1% |
| 1Y | -8.4% | -6.2% | -2.2% | -8.4% |
| 3Y | +59.6% | +125.1% | -65.4% | +55.6% |
| All | +53.4% | -3.9% | +57.3% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling