+61.7%
DDOG vs SITM
+176.0%
-114.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -2.2% |
| 7D | +3.2% | +4.8% | -1.6% | +1.7% |
| 30D | -10.2% | -9.7% | -0.4% | -8.0% |
| 3M | -2.6% | -9.3% | +6.7% | -5.0% |
| 6M | +80.1% | +69.5% | +10.6% | +42.3% |
| YTD | +63.0% | +70.5% | -7.5% | +24.8% |
| 1Y | +59.4% | +145.3% | -85.9% | +6.8% |
| 3Y | +127.0% | +432.8% | -305.8% | -2.5% |
| 5Y | +61.7% | +174.0% | -112.4% | -20.8% |
| All | +61.7% | +176.0% | -114.4% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling