+61.6%
DDOG vs SN
+46.4%
+15.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.6% |
| 7D | -10.1% | -9.3% | -0.8% | -8.4% |
| 30D | -24.8% | -4.8% | -20.0% | -23.9% |
| 3M | -12.6% | +40.4% | -53.0% | -16.4% |
| 6M | +79.9% | +50.9% | +29.0% | +70.3% |
| YTD | +56.6% | +54.9% | +1.6% | +47.1% |
| 1Y | +61.6% | +43.0% | +18.6% | +37.3% |
| All | +61.6% | +46.4% | +15.2% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling