+376.8%
DDOG vs SPGI
+105.3%
+271.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.2% |
| 7D | -23.9% | +0.3% | -24.2% | -24.4% |
| 30D | -34.0% | +18.4% | -52.4% | -41.7% |
| 3M | -21.9% | +15.7% | -37.6% | -30.3% |
| 6M | +24.6% | +17.3% | +7.3% | +9.0% |
| YTD | +31.7% | -4.7% | +36.4% | +31.9% |
| 1Y | -6.2% | +1.8% | -8.0% | -10.7% |
| 3Y | +125.1% | +31.7% | +93.4% | +70.4% |
| 5Y | -3.5% | +12.1% | -15.6% | -18.4% |
| All | +376.8% | +105.3% | +271.5% | +166.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling