+59.9%
DDOG vs SNOW
+5.9%
+54.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.2% | +8.4% | +7.9% |
| 7D | +7.7% | +8.4% | -0.7% | +1.0% |
| 30D | -13.6% | -1.0% | -12.7% | -14.0% |
| 3M | -0.9% | +38.3% | -39.2% | -20.2% |
| 6M | +75.2% | +81.3% | -6.1% | +12.2% |
| YTD | +65.7% | +51.1% | +14.5% | +20.0% |
| 1Y | +60.4% | +47.0% | +13.4% | +16.9% |
| 3Y | +130.7% | +99.7% | +30.9% | +20.7% |
| 5Y | +59.9% | +3.6% | +56.3% | +21.8% |
| All | +59.9% | +5.9% | +54.0% | +21.8% |
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