+499.9%
DDOG vs SAN
+342.9%
+157.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.2% | +8.4% | +7.4% |
| 7D | +7.7% | -0.5% | +8.1% | +7.8% |
| 30D | -13.6% | -0.1% | -13.5% | -13.7% |
| 3M | -0.9% | +19.6% | -20.6% | -5.6% |
| 6M | +75.2% | +32.7% | +42.5% | +61.5% |
| YTD | +65.7% | +26.7% | +39.0% | +54.1% |
| 1Y | +60.4% | +51.6% | +8.7% | +42.3% |
| 3Y | +130.7% | +348.7% | -218.1% | +52.7% |
| 5Y | +59.9% | +378.7% | -318.9% | +1.4% |
| All | +499.9% | +342.9% | +157.1% | +269.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling