-28.1%
TLT vs DDOG
+458.3%
-486.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.2% | -7.7% | -0.6% |
| 7D | -0.3% | +7.7% | -7.9% | -0.3% |
| 30D | 0.0% | -13.6% | +13.6% | 0.0% |
| 3M | -2.9% | -0.9% | -2.0% | -2.9% |
| 6M | -6.3% | +75.2% | -81.5% | -6.6% |
| YTD | -3.3% | +65.7% | -69.0% | -3.7% |
| 1Y | -4.2% | +60.4% | -64.6% | -4.5% |
| 3Y | -1.7% | +130.7% | -132.3% | -2.4% |
| 5Y | -34.9% | +59.9% | -94.8% | -35.4% |
| All | -28.1% | +458.3% | -486.4% | -21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling