-10.1%
DDOG vs SAP
-4.0%
-6.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.6% |
| 7D | -16.9% | +1.6% | -18.5% | -18.2% |
| 30D | -38.8% | +10.5% | -49.3% | -43.0% |
| 3M | -23.2% | +15.2% | -38.4% | -30.3% |
| 6M | -10.3% | +36.7% | -46.9% | -26.8% |
| YTD | +32.1% | -0.6% | +32.6% | +30.4% |
| All | -10.1% | -4.0% | -6.1% | -9.3% |
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