+391.2%
DDOG vs SO
+98.1%
+293.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | +5.6% | -0.9% | +6.6% | +5.8% |
| 30D | -34.9% | +4.9% | -39.8% | -35.5% |
| 3M | -23.4% | +0.8% | -24.2% | -23.7% |
| 6M | -7.7% | +0.6% | -8.3% | -8.2% |
| YTD | +35.6% | +8.7% | +27.0% | +32.2% |
| 1Y | -3.4% | +4.0% | -7.3% | -4.9% |
| 3Y | +78.0% | +50.6% | +27.4% | +53.4% |
| 5Y | -4.4% | +77.5% | -81.9% | -23.7% |
| All | +391.2% | +98.1% | +293.1% | +240.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling