-3.4%
DDOG vs SE
-48.7%
+45.3%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +5.6% | -1.5% | +7.1% | +5.9% |
| 30D | -34.9% | -22.3% | -12.6% | -31.5% |
| 3M | -23.4% | -41.8% | +18.4% | -14.4% |
| 6M | -7.7% | -22.4% | +14.6% | -5.7% |
| YTD | +35.6% | -41.6% | +77.2% | +55.6% |
| 1Y | -3.4% | -48.0% | +44.6% | +15.4% |
| All | -3.4% | -48.7% | +45.3% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling