-3.6%
DDOG vs SONY
+12.1%
-15.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -1.0% |
| 7D | +2.9% | +0.3% | +2.6% | +2.7% |
| 30D | -31.6% | +11.1% | -42.7% | -36.4% |
| 3M | -27.0% | +14.7% | -41.6% | -33.5% |
| 6M | -10.3% | +18.8% | -29.1% | -20.5% |
| YTD | +35.4% | +5.7% | +29.7% | +28.2% |
| 1Y | -1.0% | -8.1% | +7.1% | +2.9% |
| 3Y | +76.7% | +64.0% | +12.7% | +8.2% |
| All | -3.6% | +12.1% | -15.7% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling