+82.4%
DDOG vs SN
+490.7%
-408.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.6% |
| 7D | -10.1% | -9.3% | -0.8% | -8.0% |
| 30D | -24.8% | -4.8% | -20.0% | -23.8% |
| 3M | -12.6% | +40.4% | -53.0% | -19.3% |
| 6M | +79.9% | +50.9% | +29.0% | +61.8% |
| YTD | +56.6% | +54.9% | +1.6% | +39.7% |
| 1Y | +61.6% | +43.0% | +18.6% | +45.9% |
| 3Y | +117.9% | +391.8% | -274.0% | +52.0% |
| All | +82.4% | +490.7% | -408.3% | +27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling