+467.1%
DDOG vs SPMO
+298.1%
+168.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.4% | -2.4% |
| 7D | -10.1% | +2.0% | -12.2% | -11.9% |
| 30D | -24.8% | -0.4% | -24.4% | -24.5% |
| 3M | -12.6% | -1.9% | -10.7% | -13.2% |
| 6M | +79.9% | +25.0% | +54.9% | +34.3% |
| YTD | +56.6% | +26.0% | +30.6% | +16.1% |
| 1Y | +61.6% | +28.7% | +32.9% | +16.8% |
| 3Y | +117.9% | +160.9% | -43.0% | -31.0% |
| 5Y | +54.2% | +147.9% | -93.7% | -47.0% |
| All | +467.1% | +298.1% | +168.9% | +12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling