+467.1%
DDOG vs SBAC
-16.8%
+483.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | -10.1% | -0.8% | -9.4% | -9.9% |
| 30D | -24.8% | +6.9% | -31.7% | -26.7% |
| 3M | -12.6% | -8.2% | -4.4% | -10.5% |
| 6M | +79.9% | -1.6% | +81.6% | +77.0% |
| YTD | +56.6% | -0.1% | +56.7% | +52.2% |
| 1Y | +61.6% | -0.5% | +62.0% | +56.7% |
| 3Y | +117.9% | -9.1% | +126.9% | +107.9% |
| 5Y | +54.2% | -43.8% | +98.0% | +93.0% |
| All | +467.1% | -16.8% | +483.8% | +472.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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