+391.2%
DDOG vs SAP
+118.2%
+273.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | +0.1% |
| 7D | +5.6% | -3.9% | +9.5% | +8.2% |
| 30D | -34.9% | +6.5% | -41.4% | -38.2% |
| 3M | -23.4% | +14.7% | -38.1% | -30.8% |
| 6M | -7.7% | +39.9% | -47.7% | -27.7% |
| YTD | +35.6% | -2.0% | +37.6% | +33.9% |
| 1Y | -3.4% | -6.0% | +2.6% | -1.9% |
| 3Y | +78.0% | +67.7% | +10.3% | +17.4% |
| 5Y | -4.4% | +78.8% | -83.2% | -42.1% |
| All | +391.2% | +118.2% | +273.1% | +143.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling