-3.6%
DDOG vs SNAP
-90.3%
+86.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.4% |
| 7D | +2.9% | +6.0% | -3.2% | +0.9% |
| 30D | -31.6% | -13.8% | -17.9% | -28.7% |
| 3M | -27.0% | -0.8% | -26.2% | -27.9% |
| 6M | -10.3% | -6.2% | -4.1% | -10.8% |
| YTD | +35.4% | -34.8% | +70.2% | +49.7% |
| 1Y | -1.0% | -38.7% | +37.7% | +11.5% |
| 3Y | +76.7% | -53.5% | +130.1% | +88.1% |
| All | -3.6% | -90.3% | +86.7% | +98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling