+459.9%
DDOG vs SIRI
-44.5%
+504.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | -6.1% | +4.3% | -10.4% | -7.0% |
| 30D | -10.1% | -2.8% | -7.3% | -9.8% |
| 3M | -9.3% | +5.9% | -15.2% | -10.4% |
| 6M | +67.2% | +31.9% | +35.2% | +57.9% |
| YTD | +54.6% | +48.7% | +5.9% | +42.0% |
| 1Y | +54.1% | +23.2% | +30.9% | +46.4% |
| 3Y | +115.3% | -23.9% | +139.1% | +116.7% |
| 5Y | +50.6% | -43.4% | +94.0% | +58.8% |
| All | +459.9% | -44.5% | +504.3% | +451.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling