+376.8%
DDOG vs SNAP
-70.6%
+447.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.6% | +5.1% | +3.3% |
| 7D | -23.9% | -7.1% | -16.8% | -22.6% |
| 30D | -34.0% | -14.6% | -19.4% | -31.1% |
| 3M | -21.9% | -5.0% | -16.9% | -21.8% |
| 6M | +24.6% | -18.8% | +43.4% | +29.3% |
| YTD | +31.7% | -38.5% | +70.2% | +47.6% |
| 1Y | -6.2% | -38.1% | +31.9% | +4.8% |
| 3Y | +125.1% | -53.8% | +178.8% | +142.1% |
| 5Y | -3.5% | -90.7% | +87.2% | +44.4% |
| All | +376.8% | -70.6% | +447.4% | +421.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling