+102.0%
DDOG vs S
-57.8%
+159.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.1% |
| 7D | -6.1% | -5.8% | -0.3% | -3.0% |
| 30D | -10.1% | -9.2% | -0.9% | -5.5% |
| 3M | -9.3% | +23.4% | -32.6% | -18.8% |
| 6M | +67.2% | +36.9% | +30.3% | +41.5% |
| YTD | +54.6% | +29.5% | +25.1% | +35.5% |
| 1Y | +54.1% | +5.4% | +48.7% | +47.5% |
| 3Y | +115.3% | +14.7% | +100.6% | +80.2% |
| 5Y | +50.6% | -71.5% | +122.2% | +100.6% |
| All | +102.0% | -57.8% | +159.7% | +149.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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