+467.1%
DDOG vs SAP
+100.5%
+366.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.3% |
| 7D | -10.1% | -2.9% | -7.2% | -8.3% |
| 30D | -24.8% | +9.0% | -33.8% | -29.0% |
| 3M | -12.6% | +14.9% | -27.5% | -21.1% |
| 6M | +79.9% | +11.9% | +68.0% | +65.2% |
| YTD | +56.6% | -9.9% | +66.5% | +65.3% |
| 1Y | +61.6% | -19.5% | +81.1% | +82.6% |
| 3Y | +117.9% | +61.8% | +56.1% | +48.7% |
| 5Y | +54.2% | +56.2% | -1.9% | +2.0% |
| All | +467.1% | +100.5% | +366.5% | +200.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling