+19.8%
DDOG vs SPGI
+3.2%
+16.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +3.4% | -17.8% | -14.9% |
| 7D | -32.2% | +7.2% | -39.4% | -33.3% |
| 30D | -31.7% | +23.2% | -54.9% | -35.6% |
| 3M | -34.5% | +17.0% | -51.5% | -37.3% |
| 6M | +28.7% | +20.4% | +8.2% | +21.3% |
| YTD | +38.8% | -1.9% | +40.7% | +39.0% |
| 1Y | +19.8% | +2.9% | +16.9% | +28.7% |
| All | +19.8% | +3.2% | +16.6% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 1y: compounded portfolio wealth divided by compounded SPGI 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…
1y analysis · Full analysis span regression · 6 months rolling