+378.3%
DDOG vs SNAP
-70.1%
+448.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.2% |
| 7D | -16.9% | -7.3% | -9.5% | -15.4% |
| 30D | -38.8% | -18.9% | -19.8% | -35.0% |
| 3M | -23.2% | -5.3% | -18.0% | -23.1% |
| 6M | -10.3% | -16.9% | +6.7% | -7.4% |
| YTD | +32.1% | -37.4% | +69.5% | +47.2% |
| 1Y | -6.1% | -38.5% | +32.4% | +5.1% |
| 3Y | +79.2% | -55.1% | +134.3% | +94.4% |
| 5Y | -8.6% | -90.8% | +82.2% | +37.1% |
| All | +378.3% | -70.1% | +448.4% | +420.0% |
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