+375.1%
DDOG vs SPG
+120.1%
+255.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -19.1% | +5.6% | -24.7% | -20.1% |
| 30D | -39.2% | +17.6% | -56.7% | -41.4% |
| 3M | -31.6% | +7.5% | -39.0% | -32.9% |
| 6M | -10.9% | +18.5% | -29.4% | -14.7% |
| YTD | +31.2% | +30.9% | +0.3% | +22.1% |
| 1Y | -10.7% | +34.1% | -44.8% | -17.4% |
| 3Y | +72.1% | +135.5% | -63.4% | +38.8% |
| 5Y | -5.5% | +86.5% | -92.0% | -21.8% |
| All | +375.1% | +120.1% | +255.0% | +342.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling