+19.8%
DDOG vs SAP
-5.6%
+25.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +4.2% | -18.6% | -16.6% |
| 7D | -32.2% | +1.3% | -33.5% | -32.9% |
| 30D | -31.7% | +15.5% | -47.3% | -37.5% |
| 3M | -34.5% | +22.8% | -57.3% | -42.2% |
| 6M | +28.7% | +42.5% | -13.8% | +4.6% |
| YTD | +38.8% | +0.5% | +38.2% | +29.3% |
| 1Y | +19.8% | -5.9% | +25.8% | +2.5% |
| All | +19.8% | -5.6% | +25.4% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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