+19.8%
DDOG vs SPXU
-30.4%
+50.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -4.9% | -9.5% | -16.4% |
| 7D | -32.2% | +2.2% | -34.4% | -31.3% |
| 30D | -31.7% | +3.8% | -35.5% | -30.1% |
| 3M | -34.5% | +3.3% | -37.8% | -32.8% |
| 6M | +28.7% | -16.7% | +45.4% | +23.4% |
| YTD | +38.8% | -28.6% | +67.4% | +28.1% |
| 1Y | +19.8% | -30.6% | +50.4% | +10.3% |
| All | +19.8% | -30.4% | +50.2% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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