+490.5%
DDOG vs SNY
+27.3%
+463.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +3.2% | -3.6% | +6.9% | +4.1% |
| 30D | -10.2% | -1.9% | -8.2% | -9.8% |
| 3M | -2.6% | -2.0% | -0.6% | -2.5% |
| 6M | +80.1% | +2.5% | +77.6% | +77.3% |
| YTD | +63.0% | -7.0% | +70.0% | +64.7% |
| 1Y | +59.4% | -4.4% | +63.8% | +59.5% |
| 3Y | +127.0% | -8.4% | +135.4% | +123.1% |
| 5Y | +61.7% | +9.5% | +52.1% | +41.9% |
| All | +490.5% | +27.3% | +463.1% | +348.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling