+121.1%
DDOG vs SEI
+597.1%
-476.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +5.8% | +1.4% | +6.6% |
| 7D | +7.7% | +28.2% | -20.6% | +5.2% |
| 30D | -13.6% | +15.5% | -29.1% | -14.9% |
| 3M | -0.9% | -1.4% | +0.5% | -1.6% |
| 6M | +75.2% | +37.4% | +37.8% | +65.8% |
| YTD | +65.7% | +47.8% | +17.8% | +54.3% |
| 1Y | +60.4% | +174.3% | -113.9% | +39.0% |
| All | +121.1% | +597.1% | -476.0% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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