+125.1%
DDOG vs SO
+45.4%
+79.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +1.9% |
| 7D | -23.9% | -1.5% | -22.4% | -24.6% |
| 30D | -34.0% | +8.1% | -42.1% | -30.6% |
| 3M | -21.9% | +0.2% | -22.1% | -21.1% |
| 6M | +24.6% | +0.4% | +24.2% | +27.0% |
| YTD | +31.7% | +8.5% | +23.2% | +39.6% |
| 1Y | -6.2% | +4.9% | -11.1% | -1.7% |
| 3Y | +125.1% | +47.9% | +77.2% | +182.2% |
| All | +125.1% | +45.4% | +79.6% | +182.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling