-6.4%
DDOG vs SAP
+70.5%
-77.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.1% | +6.7% | +5.6% |
| 7D | -23.9% | -0.7% | -23.2% | -24.2% |
| 30D | -34.0% | +11.1% | -45.1% | -39.8% |
| 3M | -21.9% | +17.0% | -39.0% | -31.7% |
| 6M | +24.6% | +34.8% | -10.3% | -3.6% |
| YTD | +31.7% | -2.2% | +33.9% | +30.7% |
| 1Y | -6.2% | -6.4% | +0.3% | -3.4% |
| 3Y | +125.1% | +75.1% | +49.9% | +16.3% |
| All | -6.4% | +70.5% | -77.0% | -54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling