+152.7%
V vs DDOG
+342.1%
-189.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +0.6% | -19.1% | +19.7% | +2.9% |
| 30D | +9.7% | -39.2% | +48.9% | +15.8% |
| 3M | +17.3% | -31.6% | +48.9% | +21.6% |
| 6M | +33.2% | -10.9% | +44.1% | +32.2% |
| YTD | +21.3% | +31.2% | -9.8% | +12.7% |
| 1Y | +27.3% | -10.7% | +38.0% | +24.6% |
| 3Y | +76.1% | +72.1% | +4.0% | +52.3% |
| 5Y | +103.5% | -5.5% | +109.0% | +82.0% |
| All | +152.7% | +342.1% | -189.4% | +50.2% |
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