+19.8%
DDOG vs SAN
+23.5%
-3.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +6.4% | -20.9% | -14.8% |
| 7D | -32.2% | +4.5% | -36.7% | -32.3% |
| 30D | -31.7% | -12.1% | -19.6% | -30.4% |
| 3M | -34.5% | -15.6% | -19.0% | -33.0% |
| 6M | +28.7% | +5.8% | +22.9% | +25.6% |
| YTD | +38.8% | +5.5% | +33.3% | +32.8% |
| 1Y | +19.8% | +23.6% | -3.8% | +1.8% |
| All | +19.8% | +23.5% | -3.6% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling