+375.1%
DDOG vs SE
+146.9%
+228.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.1% |
| 7D | -19.1% | 0.0% | -19.1% | -19.3% |
| 30D | -39.2% | -19.4% | -19.8% | -34.3% |
| 3M | -31.6% | -33.1% | +1.5% | -21.9% |
| 6M | -10.9% | -11.4% | +0.6% | -9.7% |
| YTD | +31.2% | -39.8% | +71.0% | +52.6% |
| 1Y | -10.7% | -50.5% | +39.8% | +12.0% |
| 3Y | +72.1% | +68.9% | +3.3% | +18.3% |
| 5Y | -5.5% | -77.1% | +71.6% | +34.0% |
| All | +375.1% | +146.9% | +228.2% | +135.5% |
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