+59.0%
DDOG vs SCHG
+13.0%
+46.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -1.3% |
| 7D | +3.9% | -1.0% | +4.9% | +5.3% |
| 30D | -8.2% | -1.3% | -6.9% | -6.5% |
| 3M | -5.6% | +5.4% | -11.0% | -11.6% |
| 6M | +73.5% | +14.4% | +59.1% | +47.4% |
| YTD | +62.7% | +8.0% | +54.6% | +48.6% |
| 1Y | +59.0% | +12.7% | +46.2% | +27.6% |
| All | +59.0% | +13.0% | +46.0% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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