-6.3%
DDOG vs SNOW
-18.8%
+12.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.7% |
| 7D | -19.1% | +0.2% | -19.3% | -19.2% |
| 30D | -39.2% | -19.8% | -19.3% | -29.5% |
| 3M | -31.6% | -11.6% | -20.0% | -26.2% |
| 6M | -10.9% | +94.0% | -104.9% | -45.2% |
| YTD | +31.2% | +34.8% | -3.6% | +3.1% |
| 1Y | -10.7% | +10.1% | -20.8% | -20.6% |
| 3Y | +72.1% | +84.4% | -12.3% | -5.4% |
| All | -6.3% | -18.8% | +12.6% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling