+489.1%
DDOG vs SIRI
-43.8%
+532.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.4% |
| 7D | +3.9% | +0.6% | +3.3% | +3.8% |
| 30D | -8.2% | +2.5% | -10.7% | -8.8% |
| 3M | -5.6% | +6.6% | -12.2% | -6.9% |
| 6M | +73.5% | +32.9% | +40.6% | +63.6% |
| YTD | +62.7% | +50.5% | +12.2% | +49.0% |
| 1Y | +59.0% | +28.0% | +31.0% | +49.8% |
| 3Y | +117.1% | -22.4% | +139.5% | +117.7% |
| 5Y | +61.3% | -41.3% | +102.6% | +68.1% |
| All | +489.1% | -43.8% | +532.9% | +479.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling