+489.1%
DDOG vs SPXU
-98.3%
+587.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -1.3% |
| 7D | +3.9% | +2.5% | +1.4% | +5.0% |
| 30D | -8.2% | +4.2% | -12.4% | -6.3% |
| 3M | -5.6% | -9.3% | +3.7% | -8.7% |
| 6M | +73.5% | -30.7% | +104.2% | +51.0% |
| YTD | +62.7% | -28.1% | +90.8% | +45.4% |
| 1Y | +59.0% | -35.2% | +94.2% | +37.3% |
| 3Y | +117.1% | -79.9% | +197.1% | +30.3% |
| 5Y | +61.3% | -86.4% | +147.7% | +5.6% |
| All | +489.1% | -98.3% | +587.4% | +133.0% |
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