-4.4%
DDOG vs SEI
+867.5%
-871.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +5.6% | +27.6% | -21.9% | +2.0% |
| 30D | -34.9% | -17.1% | -17.8% | -33.5% |
| 3M | -23.4% | +4.6% | -28.0% | -24.2% |
| 6M | -7.7% | -15.1% | +7.3% | -7.4% |
| YTD | +35.6% | +41.2% | -5.5% | +24.8% |
| 1Y | -3.4% | +37.5% | -40.9% | -11.0% |
| 3Y | +78.0% | +693.7% | -615.7% | +19.5% |
| 5Y | -4.4% | +901.7% | -906.2% | -39.5% |
| All | -4.4% | +867.5% | -871.9% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling