+467.1%
DDOG vs SEI
+441.9%
+25.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.4% | -4.3% | -1.2% |
| 7D | -10.1% | +10.2% | -20.4% | -11.1% |
| 30D | -24.8% | -1.0% | -23.8% | -24.9% |
| 3M | -12.6% | -27.9% | +15.3% | -10.3% |
| 6M | +79.9% | +10.4% | +69.6% | +73.8% |
| YTD | +56.6% | +20.1% | +36.4% | +48.7% |
| 1Y | +61.6% | +109.7% | -48.1% | +42.5% |
| 3Y | +117.9% | +458.6% | -340.8% | +63.0% |
| 5Y | +54.2% | +775.3% | -721.1% | +8.0% |
| All | +467.1% | +441.9% | +25.1% | +302.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling