-33.7%
TLT vs DDOG
+54.5%
-88.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | 0.0% |
| 7D | +0.4% | -6.1% | +6.5% | +0.5% |
| 30D | -0.3% | -10.1% | +9.8% | -0.2% |
| 3M | -1.7% | -9.3% | +7.5% | -1.7% |
| 6M | -4.9% | +67.2% | -72.1% | -6.0% |
| YTD | -2.8% | +54.6% | -57.4% | -3.9% |
| 1Y | -4.2% | +54.1% | -58.3% | -5.3% |
| 3Y | -1.1% | +115.3% | -116.4% | -3.6% |
| 5Y | -33.7% | +50.6% | -84.3% | -36.8% |
| All | -33.7% | +54.5% | -88.3% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling