+390.4%
DDOG vs SPXU
-98.2%
+488.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | +0.4% |
| 7D | +2.9% | -7.6% | +10.4% | -0.5% |
| 30D | -31.6% | +5.3% | -36.9% | -29.2% |
| 3M | -27.0% | +9.6% | -36.6% | -22.6% |
| 6M | -10.3% | -4.5% | -5.8% | -9.5% |
| YTD | +35.4% | -25.9% | +61.3% | +24.7% |
| 1Y | -1.0% | -28.9% | +27.9% | -10.0% |
| 3Y | +76.7% | -80.5% | +157.1% | +5.2% |
| 5Y | -4.6% | -83.4% | +78.8% | -32.9% |
| All | +390.4% | -98.2% | +488.6% | +99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling