+54.1%
DDOG vs SPGI
-14.9%
+69.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.3% |
| 7D | -6.1% | -2.5% | -3.6% | -5.4% |
| 30D | -10.1% | +5.4% | -15.5% | -11.5% |
| 3M | -9.3% | +9.0% | -18.3% | -11.9% |
| 6M | +67.2% | +0.8% | +66.4% | +63.9% |
| YTD | +54.6% | -12.6% | +67.2% | +57.2% |
| 1Y | +54.1% | -16.1% | +70.2% | +59.6% |
| All | +54.1% | -14.9% | +69.0% | +59.6% |
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