+378.3%
DDOG vs SPGI
+106.7%
+271.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.1% |
| 7D | -16.9% | -0.9% | -16.0% | -16.7% |
| 30D | -38.8% | +15.5% | -54.3% | -45.0% |
| 3M | -23.2% | +15.7% | -38.9% | -31.4% |
| 6M | -10.3% | +19.1% | -29.3% | -22.3% |
| YTD | +32.1% | -4.1% | +36.1% | +31.8% |
| 1Y | -6.1% | +1.2% | -7.3% | -10.1% |
| 3Y | +79.2% | +31.6% | +47.6% | +35.9% |
| 5Y | -8.6% | +12.4% | -21.1% | -22.9% |
| All | +378.3% | +106.7% | +271.6% | +166.2% |
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