+59.9%
DDOG vs SPXU
-85.9%
+145.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.4% | +5.7% | +8.0% |
| 7D | +7.7% | +1.3% | +6.4% | +8.5% |
| 30D | -13.6% | +5.1% | -18.7% | -10.8% |
| 3M | -0.9% | -9.1% | +8.2% | -5.2% |
| 6M | +75.2% | -29.6% | +104.8% | +46.7% |
| YTD | +65.7% | -27.7% | +93.3% | +42.7% |
| 1Y | +60.4% | -37.0% | +97.3% | +29.1% |
| 3Y | +130.7% | -80.2% | +210.8% | +7.9% |
| 5Y | +59.9% | -86.0% | +145.9% | -9.5% |
| All | +59.9% | -85.9% | +145.7% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling