-3.4%
DDOG vs SN
+136.6%
-139.9%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.3% |
| 7D | +5.6% | +1.4% | +4.3% | +5.5% |
| 30D | -34.9% | +16.6% | -51.5% | -36.2% |
| 3M | -23.4% | +18.3% | -41.7% | -25.2% |
| 6M | -7.7% | +103.1% | -110.8% | -12.8% |
| YTD | +35.6% | +96.7% | -61.1% | +27.0% |
| 1Y | -3.4% | +134.3% | -137.7% | -15.5% |
| All | -3.4% | +136.6% | -139.9% | -15.5% |
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