+376.8%
DDOG vs SO
+97.8%
+279.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +2.7% |
| 7D | -23.9% | -1.5% | -22.4% | -23.7% |
| 30D | -34.0% | +8.1% | -42.1% | -34.9% |
| 3M | -21.9% | +0.2% | -22.1% | -22.1% |
| 6M | +24.6% | +0.4% | +24.2% | +23.9% |
| YTD | +31.7% | +8.5% | +23.2% | +28.3% |
| 1Y | -6.2% | +4.9% | -11.1% | -7.9% |
| 3Y | +125.1% | +47.9% | +77.2% | +95.1% |
| 5Y | -3.5% | +75.7% | -79.2% | -22.7% |
| All | +376.8% | +97.8% | +279.0% | +230.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling