+19.8%
DDOG vs SNY
+2.7%
+17.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +4.7% | -19.1% | -12.1% |
| 7D | -32.2% | +12.4% | -44.6% | -28.6% |
| 30D | -31.7% | +20.1% | -51.9% | -26.9% |
| 3M | -34.5% | +11.2% | -45.7% | -30.8% |
| 6M | +28.7% | +9.5% | +19.1% | +35.1% |
| YTD | +38.8% | +3.4% | +35.4% | +49.3% |
| 1Y | +19.8% | +2.0% | +17.8% | +30.7% |
| All | +19.8% | +2.7% | +17.1% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling