+125.1%
DDOG vs SPG
+124.5%
+0.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.5% |
| 7D | -23.9% | +4.9% | -28.8% | -24.2% |
| 30D | -34.0% | +15.6% | -49.6% | -35.1% |
| 3M | -21.9% | +4.1% | -26.0% | -22.1% |
| 6M | +24.6% | +13.6% | +11.0% | +22.1% |
| YTD | +31.7% | +27.5% | +4.1% | +24.0% |
| 1Y | -6.2% | +32.2% | -38.4% | -12.8% |
| 3Y | +125.1% | +126.0% | -0.9% | +139.4% |
| All | +125.1% | +124.5% | +0.5% | +139.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling