+447.5%
DDOG vs SITM
+4,507.3%
-4,059.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.9% | -0.7% |
| 7D | -6.1% | +8.4% | -14.4% | -8.3% |
| 30D | -10.1% | -17.4% | +7.3% | -5.9% |
| 3M | -9.3% | -9.8% | +0.6% | -11.3% |
| 6M | +67.2% | +83.0% | -15.8% | +30.7% |
| YTD | +54.6% | +69.6% | -15.0% | +20.4% |
| 1Y | +54.1% | +144.9% | -90.8% | +6.1% |
| 3Y | +115.3% | +429.9% | -314.6% | +1.1% |
| 5Y | +50.6% | +169.2% | -118.5% | -20.3% |
| All | +447.5% | +4,507.3% | -4,059.8% | +56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling