+476.1%
DDOG vs SITM
+4,789.7%
-4,313.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.8% | -1.7% |
| 7D | +3.9% | +3.9% | 0.0% | +2.7% |
| 30D | -8.2% | -6.6% | -1.6% | -7.0% |
| 3M | -5.6% | -11.9% | +6.3% | -7.0% |
| 6M | +73.5% | +81.1% | -7.6% | +36.2% |
| YTD | +62.7% | +80.0% | -17.3% | +24.5% |
| 1Y | +59.0% | +145.8% | -86.9% | +9.4% |
| 3Y | +117.1% | +475.9% | -358.8% | -0.5% |
| 5Y | +61.3% | +189.2% | -127.9% | -16.4% |
| All | +476.1% | +4,789.7% | -4,313.6% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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