-4.2%
TLT vs DDOG
+65.0%
-69.2%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -6.8% |
| YTD | -3.3% | +65.7% | -69.0% | -4.0% |
| 1Y | -4.2% | +60.4% | -64.6% | -4.9% |
| All | -4.2% | +65.0% | -69.2% | -4.9% |
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