-0.7%
TLT vs DDOG
+122.6%
-123.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.2% |
| 7D | -0.4% | -10.1% | +9.7% | -0.4% |
| 30D | -0.6% | -24.8% | +24.2% | -0.4% |
| 3M | -2.7% | -12.6% | +9.9% | -2.7% |
| 6M | -5.6% | +79.9% | -85.6% | -6.2% |
| YTD | -2.8% | +56.6% | -59.4% | -3.3% |
| 1Y | -1.4% | +61.6% | -63.0% | -2.0% |
| All | -0.7% | +122.6% | -123.3% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling