+459.9%
DDOG vs SPGI
+88.4%
+371.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | +0.9% |
| 7D | -6.1% | -2.5% | -3.6% | -4.5% |
| 30D | -10.1% | +5.4% | -15.5% | -13.5% |
| 3M | -9.3% | +9.0% | -18.3% | -15.5% |
| 6M | +67.2% | +0.8% | +66.4% | +64.6% |
| YTD | +54.6% | -12.6% | +67.2% | +66.3% |
| 1Y | +54.1% | -16.1% | +70.2% | +69.2% |
| 3Y | +115.3% | +19.0% | +96.3% | +76.6% |
| 5Y | +50.6% | +5.1% | +45.6% | +35.1% |
| All | +459.9% | +88.4% | +371.5% | +235.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling