+80.1%
DDOG vs SN
+496.6%
-416.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.5% |
| 7D | -6.1% | +0.1% | -6.2% | -6.1% |
| 30D | -10.1% | -5.6% | -4.5% | -8.8% |
| 3M | -9.3% | +48.1% | -57.3% | -17.3% |
| 6M | +67.2% | +57.6% | +9.5% | +48.7% |
| YTD | +54.6% | +56.5% | -1.9% | +37.5% |
| 1Y | +54.1% | +52.6% | +1.5% | +36.9% |
| 3Y | +115.3% | +412.0% | -296.7% | +49.6% |
| All | +80.1% | +496.6% | -416.5% | +26.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling