+19.8%
DDOG vs SO
+3.3%
+16.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -0.7% | -13.7% | -15.1% |
| 7D | -32.2% | +1.7% | -34.0% | -30.9% |
| 30D | -31.7% | +11.1% | -42.9% | -24.3% |
| 3M | -34.5% | +0.7% | -35.2% | -33.2% |
| 6M | +28.7% | -1.4% | +30.0% | +32.2% |
| YTD | +38.8% | +9.4% | +29.4% | +55.9% |
| 1Y | +19.8% | +3.7% | +16.1% | +32.3% |
| All | +19.8% | +3.3% | +16.5% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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