+50.6%
DDOG vs SPY
+81.8%
-31.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -0.3% |
| 7D | -6.1% | +0.5% | -6.6% | -7.0% |
| 30D | -10.1% | -0.9% | -9.2% | -8.5% |
| 3M | -9.3% | +3.9% | -13.1% | -15.2% |
| 6M | +67.2% | +14.5% | +52.7% | +31.7% |
| YTD | +54.6% | +12.9% | +41.7% | +25.3% |
| 1Y | +54.1% | +19.4% | +34.7% | +13.3% |
| 3Y | +115.3% | +78.5% | +36.8% | -26.7% |
| 5Y | +50.6% | +81.8% | -31.1% | -44.5% |
| All | +50.6% | +81.8% | -31.1% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling