-6.4%
DDOG vs SO
+75.0%
-81.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +2.3% |
| 7D | -23.9% | -1.5% | -22.4% | -24.1% |
| 30D | -34.0% | +8.1% | -42.1% | -33.0% |
| 3M | -21.9% | +0.2% | -22.1% | -21.6% |
| 6M | +24.6% | +0.4% | +24.2% | +25.4% |
| YTD | +31.7% | +8.5% | +23.2% | +33.2% |
| 1Y | -6.2% | +4.9% | -11.1% | -5.1% |
| 3Y | +125.1% | +47.9% | +77.2% | +117.8% |
| All | -6.4% | +75.0% | -81.4% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling