+378.3%
DDOG vs SAP
+121.3%
+257.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.8% |
| 7D | -16.9% | +1.6% | -18.5% | -18.4% |
| 30D | -38.8% | +10.5% | -49.3% | -43.2% |
| 3M | -23.2% | +15.2% | -38.4% | -30.7% |
| 6M | -10.3% | +36.7% | -46.9% | -28.5% |
| YTD | +32.1% | -0.6% | +32.6% | +29.2% |
| 1Y | -6.1% | -4.1% | -1.9% | -5.9% |
| 3Y | +79.2% | +73.2% | +6.0% | +15.7% |
| 5Y | -8.6% | +74.1% | -82.7% | -44.1% |
| All | +378.3% | +121.3% | +257.0% | +135.0% |
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