-5.6%
TLT vs DDOG
+19.2%
-24.8%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -14.4% | +15.2% | +0.8% |
| 7D | +1.0% | -32.2% | +33.2% | +0.9% |
| 30D | +6.0% | -31.7% | +37.8% | +6.0% |
| 3M | -0.9% | -34.5% | +33.6% | -0.9% |
| 6M | -2.3% | +28.7% | -30.9% | -3.0% |
| YTD | -3.3% | +38.8% | -42.1% | -4.4% |
| 1Y | -5.6% | +19.8% | -25.4% | -6.3% |
| All | -5.6% | +19.2% | -24.8% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling