+489.1%
DDOG vs SNY
+27.5%
+461.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +3.9% | -3.3% | +7.2% | +4.7% |
| 30D | -8.2% | -2.2% | -6.0% | -7.8% |
| 3M | -5.6% | -3.0% | -2.5% | -5.2% |
| 6M | +73.5% | +2.7% | +70.8% | +70.7% |
| YTD | +62.7% | -6.8% | +69.5% | +64.3% |
| 1Y | +59.0% | -5.3% | +64.2% | +59.6% |
| 3Y | +117.1% | -9.8% | +126.9% | +114.9% |
| 5Y | +61.3% | +9.7% | +51.6% | +41.5% |
| All | +489.1% | +27.5% | +461.6% | +347.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling