+391.2%
DDOG vs SNAP
-69.1%
+460.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.3% | +0.7% |
| 7D | +5.6% | +2.6% | +3.1% | +4.8% |
| 30D | -34.9% | -19.6% | -15.3% | -30.8% |
| 3M | -23.4% | +0.4% | -23.8% | -24.6% |
| 6M | -7.7% | -5.9% | -1.8% | -8.2% |
| YTD | +35.6% | -35.3% | +71.0% | +49.6% |
| 1Y | -3.4% | -42.6% | +39.2% | +10.4% |
| 3Y | +78.0% | -53.9% | +131.9% | +91.5% |
| 5Y | -4.4% | -90.3% | +85.8% | +41.1% |
| All | +391.2% | -69.1% | +460.3% | +428.5% |
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