+55.0%
DDOG vs S
-71.4%
+126.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | -10.1% | -7.7% | -2.4% | -6.1% |
| 30D | -24.8% | -5.3% | -19.5% | -22.5% |
| 3M | -12.6% | +20.3% | -32.9% | -21.0% |
| 6M | +79.9% | +47.4% | +32.6% | +45.6% |
| YTD | +56.6% | +32.5% | +24.0% | +34.8% |
| 1Y | +61.6% | +9.5% | +52.0% | +51.2% |
| 3Y | +117.9% | +15.5% | +102.4% | +79.1% |
| All | +55.0% | -71.4% | +126.4% | +122.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling