+489.1%
DDOG vs SONY
+108.9%
+380.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -1.2% |
| 7D | +3.9% | -2.7% | +6.6% | +5.5% |
| 30D | -8.2% | +1.5% | -9.7% | -9.2% |
| 3M | -5.6% | +13.0% | -18.6% | -13.4% |
| 6M | +73.5% | +11.2% | +62.3% | +59.1% |
| YTD | +62.7% | -6.6% | +69.3% | +66.7% |
| 1Y | +59.0% | -18.1% | +77.1% | +76.6% |
| 3Y | +117.1% | +42.1% | +75.1% | +52.9% |
| 5Y | +61.3% | +11.0% | +50.2% | +38.2% |
| All | +489.1% | +108.9% | +380.2% | +156.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 10y: compounded portfolio wealth divided by compounded SONY 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…
10y analysis · Full analysis span regression · 6 months rolling