+499.9%
DDOG vs SCHG
+238.7%
+261.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.7% | +7.8% | +8.1% |
| 7D | +7.7% | -0.9% | +8.5% | +8.9% |
| 30D | -13.6% | -2.3% | -11.3% | -10.8% |
| 3M | -0.9% | +4.5% | -5.4% | -6.6% |
| 6M | +75.2% | +13.6% | +61.7% | +48.2% |
| YTD | +65.7% | +7.6% | +58.1% | +51.6% |
| 1Y | +60.4% | +13.0% | +47.3% | +37.1% |
| 3Y | +130.7% | +87.0% | +43.7% | -0.6% |
| 5Y | +59.9% | +82.9% | -23.0% | -24.9% |
| All | +499.9% | +238.7% | +261.2% | +20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling