+459.9%
DDOG vs SAP
+97.1%
+362.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.2% |
| 7D | -6.1% | -0.3% | -5.8% | -5.9% |
| 30D | -10.1% | +2.6% | -12.7% | -11.5% |
| 3M | -9.3% | +16.3% | -25.5% | -18.8% |
| 6M | +67.2% | +6.4% | +60.8% | +58.6% |
| YTD | +54.6% | -11.4% | +66.0% | +65.0% |
| 1Y | +54.1% | -20.4% | +74.5% | +75.4% |
| 3Y | +115.3% | +56.5% | +58.8% | +50.3% |
| 5Y | +50.6% | +56.8% | -6.2% | -0.2% |
| All | +459.9% | +97.1% | +362.7% | +200.0% |
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