+391.2%
DDOG vs SPY
+178.8%
+212.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.5% |
| 7D | +5.6% | +3.3% | +2.4% | +1.2% |
| 30D | -34.9% | -2.7% | -32.2% | -32.3% |
| 3M | -23.4% | -1.7% | -21.7% | -21.3% |
| 6M | -7.7% | +3.1% | -10.8% | -11.1% |
| YTD | +35.6% | +11.9% | +23.7% | +17.5% |
| 1Y | -3.4% | +12.0% | -15.4% | -16.2% |
| 3Y | +78.0% | +78.2% | -0.2% | -15.7% |
| 5Y | -4.4% | +73.2% | -77.7% | -51.1% |
| All | +391.2% | +178.8% | +212.4% | +42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling