+61.7%
DDOG vs SPMO
+145.0%
-83.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.3% | +0.3% |
| 7D | +3.2% | +0.1% | +3.2% | +3.1% |
| 30D | -10.2% | -0.7% | -9.5% | -9.6% |
| 3M | -2.6% | +2.8% | -5.4% | -8.4% |
| 6M | +80.1% | +24.4% | +55.7% | +31.5% |
| YTD | +63.0% | +24.2% | +38.9% | +19.4% |
| 1Y | +59.4% | +24.5% | +34.9% | +16.1% |
| 3Y | +127.0% | +155.6% | -28.5% | -41.4% |
| 5Y | +61.7% | +148.2% | -86.5% | -54.9% |
| All | +61.7% | +145.0% | -83.3% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 5y: compounded portfolio wealth divided by compounded SPMO 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…
5y analysis · Full analysis span regression · 6 months rolling