+63.6%
DDOG vs SCHG
+84.3%
-20.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -1.5% |
| 7D | +3.9% | -1.0% | +4.9% | +5.5% |
| 30D | -8.2% | -1.3% | -6.9% | -6.3% |
| 3M | -5.6% | +5.4% | -11.0% | -13.0% |
| 6M | +73.5% | +14.4% | +59.1% | +41.1% |
| YTD | +62.7% | +8.0% | +54.6% | +45.6% |
| 1Y | +59.0% | +12.7% | +46.2% | +32.7% |
| 3Y | +117.1% | +85.6% | +31.5% | -22.8% |
| All | +63.6% | +84.3% | -20.7% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling