+76.7%
DDOG vs SAP
+69.7%
+7.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.4% |
| 7D | +2.9% | +0.6% | +2.2% | +2.5% |
| 30D | -31.6% | +6.5% | -38.2% | -34.6% |
| 3M | -27.0% | +12.2% | -39.2% | -32.3% |
| 6M | -10.3% | +46.1% | -56.4% | -28.8% |
| YTD | +35.4% | -1.6% | +37.0% | +33.6% |
| 1Y | -1.0% | -5.1% | +4.1% | -0.5% |
| 3Y | +76.7% | +68.4% | +8.3% | +25.2% |
| All | +76.7% | +69.7% | +7.0% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling