+499.9%
DDOG vs SPG
+92.0%
+407.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.4% | +9.6% | +7.7% |
| 7D | +7.7% | -1.7% | +9.3% | +8.0% |
| 30D | -13.6% | -6.3% | -7.3% | -12.5% |
| 3M | -0.9% | -2.4% | +1.5% | -0.6% |
| 6M | +75.2% | +9.6% | +65.6% | +70.4% |
| YTD | +65.7% | +14.2% | +51.4% | +59.2% |
| 1Y | +60.4% | +19.3% | +41.1% | +52.3% |
| 3Y | +130.7% | +106.7% | +24.0% | +91.6% |
| 5Y | +59.9% | +104.2% | -44.3% | +33.5% |
| All | +499.9% | +92.0% | +407.9% | +477.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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