-1.0%
DDOG vs SE
-47.8%
+46.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | +2.9% | -0.5% | +3.3% | +2.9% |
| 30D | -31.6% | -20.9% | -10.7% | -28.4% |
| 3M | -27.0% | -38.9% | +11.9% | -19.4% |
| 6M | -10.3% | -19.4% | +9.1% | -9.1% |
| YTD | +35.4% | -40.9% | +76.3% | +54.9% |
| 1Y | -1.0% | -46.2% | +45.2% | +16.8% |
| All | -1.0% | -47.8% | +46.8% | +16.8% |
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