+390.4%
DDOG vs SE
+142.3%
+248.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | +2.9% | -0.5% | +3.3% | +2.9% |
| 30D | -31.6% | -20.9% | -10.7% | -25.7% |
| 3M | -27.0% | -38.9% | +11.9% | -12.9% |
| 6M | -10.3% | -19.4% | +9.1% | -5.3% |
| YTD | +35.4% | -40.9% | +76.3% | +58.6% |
| 1Y | -1.0% | -46.2% | +45.2% | +20.1% |
| 3Y | +76.7% | +63.7% | +12.9% | +22.9% |
| 5Y | -4.6% | -77.9% | +73.3% | +37.3% |
| All | +390.4% | +142.3% | +248.1% | +144.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 10y: compounded portfolio wealth divided by compounded SE 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…
10y analysis · Full analysis span regression · 6 months rolling