+467.1%
DDOG vs SPOT
+325.1%
+142.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | +0.6% |
| 7D | -10.1% | -0.9% | -9.2% | -9.9% |
| 30D | -24.8% | +12.5% | -37.3% | -29.2% |
| 3M | -12.6% | +9.9% | -22.5% | -17.1% |
| 6M | +79.9% | +1.6% | +78.4% | +74.7% |
| YTD | +56.6% | -6.6% | +63.2% | +57.6% |
| 1Y | +61.6% | -22.9% | +84.5% | +77.7% |
| 3Y | +117.9% | +244.3% | -126.4% | +5.0% |
| 5Y | +54.2% | +117.8% | -63.6% | -18.2% |
| All | +467.1% | +325.1% | +142.0% | +127.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling