+125.1%
DDOG vs SN
+397.9%
-272.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.1% | +1.9% |
| 7D | -23.9% | +7.2% | -31.1% | -25.4% |
| 30D | -34.0% | +20.4% | -54.4% | -37.4% |
| 3M | -21.9% | +23.9% | -45.8% | -26.6% |
| 6M | +24.6% | +93.0% | -68.5% | +3.6% |
| YTD | +31.7% | +99.2% | -67.6% | +7.5% |
| 1Y | -6.2% | +142.6% | -148.8% | -28.2% |
| 3Y | +125.1% | +398.8% | -273.7% | +30.7% |
| All | +125.1% | +397.9% | -272.9% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling