-1.0%
DDOG vs SPXS
-26.2%
+25.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | +0.4% |
| 7D | +2.9% | -7.5% | +10.4% | -0.6% |
| 30D | -31.6% | +5.3% | -37.0% | -28.7% |
| 3M | -27.0% | +9.7% | -36.7% | -22.2% |
| 6M | -10.3% | -4.6% | -5.7% | -8.2% |
| YTD | +35.4% | -25.8% | +61.2% | +26.2% |
| 1Y | -1.0% | -28.8% | +27.8% | -9.9% |
| All | -1.0% | -26.2% | +25.2% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling