+390.4%
DDOG vs SAN
+272.9%
+117.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.3% |
| 7D | +2.9% | +4.0% | -1.1% | +1.9% |
| 30D | -31.6% | -7.8% | -23.8% | -30.5% |
| 3M | -27.0% | -16.4% | -10.6% | -24.2% |
| 6M | -10.3% | +3.5% | -13.8% | -12.1% |
| YTD | +35.4% | +6.7% | +28.7% | +30.8% |
| 1Y | -1.0% | +14.5% | -15.5% | -6.2% |
| 3Y | +76.7% | +243.5% | -166.9% | +24.7% |
| 5Y | -4.6% | +296.2% | -300.8% | -37.0% |
| All | +390.4% | +272.9% | +117.5% | +213.1% |
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