+47.6%
T vs DDOG
+427.7%
-380.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.9% |
| 7D | -1.3% | -10.1% | +8.9% | -1.3% |
| 30D | +11.4% | -24.8% | +36.2% | +11.4% |
| 3M | +14.3% | -12.6% | +26.9% | +14.2% |
| 6M | -9.3% | +79.9% | -89.2% | -9.8% |
| YTD | +7.1% | +56.6% | -49.5% | +6.6% |
| 1Y | -9.1% | +61.6% | -70.7% | -9.7% |
| 3Y | +105.3% | +117.9% | -12.5% | +101.1% |
| 5Y | +66.8% | +54.2% | +12.6% | +62.0% |
| All | +47.6% | +427.7% | -380.2% | +22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling