+54.1%
DDOG vs SO
+0.5%
+53.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -0.4% |
| 7D | -6.1% | +1.0% | -7.1% | -5.3% |
| 30D | -10.1% | -3.2% | -6.9% | -12.2% |
| 3M | -9.3% | -1.7% | -7.6% | -9.7% |
| 6M | +67.2% | -7.2% | +74.4% | +62.6% |
| YTD | +54.6% | +4.6% | +50.0% | +62.3% |
| 1Y | +54.1% | +1.2% | +52.9% | +61.5% |
| All | +54.1% | +0.5% | +53.5% | +61.5% |
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 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