+489.1%
DDOG vs SPYG
+224.9%
+264.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -1.3% |
| 7D | +3.9% | -0.9% | +4.8% | +5.0% |
| 30D | -8.2% | -1.5% | -6.7% | -6.3% |
| 3M | -5.6% | +3.7% | -9.3% | -10.3% |
| 6M | +73.5% | +16.4% | +57.1% | +41.6% |
| YTD | +62.7% | +13.3% | +49.3% | +38.1% |
| 1Y | +59.0% | +17.9% | +41.1% | +28.0% |
| 3Y | +117.1% | +98.3% | +18.8% | -12.4% |
| 5Y | +61.3% | +86.4% | -25.1% | -25.5% |
| All | +489.1% | +224.9% | +264.2% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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