+106.0%
DDOG vs SNOW
+18.8%
+87.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +1.4% |
| 7D | +2.9% | +5.5% | -2.6% | -0.5% |
| 30D | -31.6% | -13.2% | -18.5% | -25.1% |
| 3M | -27.0% | -13.7% | -13.2% | -20.4% |
| 6M | -10.3% | +91.0% | -101.3% | -42.0% |
| YTD | +35.4% | +32.7% | +2.8% | +9.8% |
| 1Y | -1.0% | +13.3% | -14.2% | -12.4% |
| 3Y | +76.7% | +83.4% | -6.7% | +4.6% |
| 5Y | -4.6% | -24.7% | +20.1% | -17.2% |
| All | +106.0% | +18.8% | +87.3% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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