+121.1%
DDOG vs SPXS
-79.5%
+200.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.4% | +5.7% | +7.8% |
| 7D | +7.7% | +1.2% | +6.4% | +8.3% |
| 30D | -13.6% | +5.2% | -18.8% | -11.4% |
| 3M | -0.9% | -9.2% | +8.3% | -4.1% |
| 6M | +75.2% | -29.6% | +104.8% | +52.7% |
| YTD | +65.7% | -27.6% | +93.3% | +47.9% |
| 1Y | +60.4% | -36.7% | +97.1% | +36.1% |
| All | +121.1% | -79.5% | +200.6% | +28.0% |
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