+76.9%
DDOG vs SPXU
-81.0%
+157.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.9% | +7.3% | +1.6% |
| 7D | -2.3% | +1.5% | -3.8% | -0.8% |
| 30D | -35.8% | +6.4% | -42.2% | -33.1% |
| 3M | -25.3% | +4.2% | -29.5% | -22.4% |
| 6M | -8.9% | -7.8% | -1.1% | -9.3% |
| YTD | +35.6% | -27.5% | +63.1% | +23.5% |
| 1Y | -6.8% | -27.1% | +20.3% | -14.4% |
| All | +76.9% | -81.0% | +157.9% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling