+390.4%
DDOG vs SPY
+177.8%
+212.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.3% |
| 7D | +2.9% | +2.6% | +0.3% | -0.6% |
| 30D | -31.6% | -2.0% | -29.6% | -29.6% |
| 3M | -27.0% | -2.8% | -24.2% | -23.9% |
| 6M | -10.3% | +2.1% | -12.4% | -12.5% |
| YTD | +35.4% | +11.5% | +23.9% | +17.9% |
| 1Y | -1.0% | +13.5% | -14.4% | -15.6% |
| 3Y | +76.7% | +77.7% | -1.0% | -16.0% |
| 5Y | -4.6% | +72.6% | -77.2% | -51.0% |
| All | +390.4% | +177.8% | +212.7% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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