-1.0%
DDOG vs SPOT
-5.9%
+4.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.5% | -0.8% |
| 7D | +2.9% | +1.6% | +1.3% | +2.4% |
| 30D | -31.6% | +16.9% | -48.5% | -35.8% |
| 3M | -27.0% | +23.0% | -49.9% | -33.9% |
| 6M | -10.3% | +42.2% | -52.5% | -24.9% |
| YTD | +35.4% | +5.5% | +29.9% | +23.1% |
| 1Y | -1.0% | -5.1% | +4.1% | -5.4% |
| All | -1.0% | -5.9% | +4.9% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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