+125.1%
DDOG vs SE
+64.9%
+60.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | -23.9% | +2.0% | -25.9% | -24.3% |
| 30D | -34.0% | -20.0% | -14.0% | -31.0% |
| 3M | -21.9% | -31.8% | +9.9% | -16.4% |
| 6M | +24.6% | -15.9% | +40.5% | +26.5% |
| YTD | +31.7% | -40.6% | +72.3% | +44.2% |
| 1Y | -6.2% | -50.7% | +44.5% | +6.9% |
| 3Y | +125.1% | +70.3% | +54.8% | +127.1% |
| All | +125.1% | +64.9% | +60.1% | +127.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling