+63.6%
DDOG vs SNY
+9.4%
+54.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +3.9% | -3.3% | +7.2% | +4.2% |
| 30D | -8.2% | -2.2% | -6.0% | -8.0% |
| 3M | -5.6% | -3.0% | -2.5% | -5.4% |
| 6M | +73.5% | +2.7% | +70.8% | +72.0% |
| YTD | +62.7% | -6.8% | +69.5% | +63.5% |
| 1Y | +59.0% | -5.3% | +64.2% | +59.3% |
| 3Y | +117.1% | -9.8% | +126.9% | +117.9% |
| All | +63.6% | +9.4% | +54.1% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling