+60.4%
DDOG vs SE
-42.8%
+103.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -4.1% | +11.2% | +8.0% |
| 7D | +7.7% | -3.6% | +11.3% | +8.4% |
| 30D | -13.6% | -5.3% | -8.3% | -13.4% |
| 3M | -0.9% | +28.1% | -29.0% | -8.5% |
| 6M | +75.2% | +20.7% | +54.6% | +63.5% |
| YTD | +65.7% | -14.8% | +80.4% | +71.6% |
| 1Y | +60.4% | -43.6% | +104.0% | +88.5% |
| All | +60.4% | -42.8% | +103.2% | +88.5% |
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 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