+76.7%
DDOG vs SPXS
-80.3%
+157.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | +0.4% |
| 7D | +2.9% | -7.5% | +10.4% | -0.5% |
| 30D | -31.6% | +5.3% | -37.0% | -29.0% |
| 3M | -27.0% | +9.7% | -36.7% | -22.4% |
| 6M | -10.3% | -4.6% | -5.7% | -9.3% |
| YTD | +35.4% | -25.8% | +61.2% | +24.8% |
| 1Y | -1.0% | -28.8% | +27.8% | -10.0% |
| 3Y | +76.7% | -80.2% | +156.8% | -4.1% |
| All | +76.7% | -80.3% | +157.0% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling