-8.9%
DDOG vs SNPS
-10.1%
+1.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.9% | +3.2% |
| 7D | -2.3% | -0.2% | -2.1% | -2.2% |
| 30D | -35.8% | -8.0% | -27.8% | -34.1% |
| 3M | -25.3% | +12.5% | -37.7% | -27.1% |
| 6M | -8.9% | -10.5% | +1.6% | -4.3% |
| All | -8.9% | -10.1% | +1.2% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 6mo: compounded portfolio wealth divided by compounded SNPS 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…
6mo analysis · Full analysis span regression · 6 months rolling