+459.9%
DDOG vs SNAP
-67.8%
+527.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -1.0% |
| 7D | -6.1% | +1.5% | -7.6% | -6.6% |
| 30D | -10.1% | +1.9% | -12.0% | -11.3% |
| 3M | -9.3% | -3.9% | -5.4% | -9.5% |
| 6M | +67.2% | +5.2% | +61.9% | +59.8% |
| YTD | +54.6% | -32.7% | +87.3% | +69.7% |
| 1Y | +54.1% | -24.8% | +78.9% | +63.3% |
| 3Y | +115.3% | -42.2% | +157.4% | +116.4% |
| 5Y | +50.6% | -92.7% | +143.3% | +136.7% |
| All | +459.9% | -67.8% | +527.7% | +499.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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