+120.2%
DDOG vs SO
+46.3%
+74.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -1.2% |
| 7D | -10.1% | -0.2% | -10.0% | -10.2% |
| 30D | -24.8% | -4.6% | -20.2% | -26.4% |
| 3M | -12.6% | -3.0% | -9.6% | -13.6% |
| 6M | +79.9% | -8.3% | +88.2% | +75.0% |
| YTD | +56.6% | +3.5% | +53.0% | +60.1% |
| 1Y | +61.6% | -0.9% | +62.5% | +62.9% |
| All | +120.2% | +46.3% | +74.0% | +145.4% |
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