+375.1%
DDOG vs SO
+100.6%
+274.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -19.1% | -0.1% | -19.0% | -19.1% |
| 30D | -39.2% | +8.7% | -47.8% | -40.1% |
| 3M | -31.6% | +3.4% | -35.0% | -32.1% |
| 6M | -10.9% | +3.7% | -14.6% | -11.8% |
| YTD | +31.2% | +10.0% | +21.1% | +27.6% |
| 1Y | -10.7% | +6.6% | -17.3% | -12.5% |
| 3Y | +72.1% | +52.5% | +19.6% | +48.1% |
| 5Y | -5.5% | +76.1% | -81.6% | -24.1% |
| All | +375.1% | +100.6% | +274.5% | +228.5% |
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