+490.5%
DDOG vs SPXS
-98.2%
+588.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.4% | -0.8% |
| 7D | +3.2% | +6.4% | -3.1% | +6.1% |
| 30D | -10.2% | +6.0% | -16.1% | -7.6% |
| 3M | -2.6% | -11.6% | +9.0% | -6.9% |
| 6M | +80.1% | -28.7% | +108.9% | +58.7% |
| YTD | +63.0% | -26.3% | +89.3% | +47.4% |
| 1Y | +59.4% | -34.9% | +94.3% | +38.0% |
| 3Y | +127.0% | -79.5% | +206.5% | +37.7% |
| 5Y | +61.7% | -85.9% | +147.6% | +7.5% |
| All | +490.5% | -98.2% | +588.7% | +136.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling