+19.8%
DDOG vs SIRI
+59.9%
-40.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +8.4% | -22.9% | -13.6% |
| 7D | -32.2% | +22.3% | -54.5% | -31.7% |
| 30D | -31.7% | +26.9% | -58.7% | -31.4% |
| 3M | -34.5% | +9.6% | -44.1% | -32.9% |
| 6M | +28.7% | +27.2% | +1.5% | +29.8% |
| YTD | +38.8% | +72.4% | -33.6% | +45.6% |
| 1Y | +19.8% | +59.9% | -40.1% | +23.7% |
| All | +19.8% | +59.9% | -40.0% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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