+375.1%
DDOG vs SAN
+283.6%
+91.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -19.1% | +10.8% | -29.9% | -21.3% |
| 30D | -39.2% | -5.7% | -33.4% | -38.5% |
| 3M | -31.6% | -13.4% | -18.2% | -29.5% |
| 6M | -10.9% | +3.5% | -14.4% | -12.6% |
| YTD | +31.2% | +9.7% | +21.4% | +25.9% |
| 1Y | -10.7% | +20.9% | -31.5% | -16.5% |
| 3Y | +72.1% | +254.3% | -182.2% | +20.7% |
| 5Y | -5.5% | +304.2% | -309.7% | -37.9% |
| All | +375.1% | +283.6% | +91.5% | +201.3% |
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