+59.9%
DDOG vs SPYG
+83.9%
-24.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.4% | +7.5% | +7.7% |
| 7D | +7.7% | +0.3% | +7.3% | +7.1% |
| 30D | -13.6% | -1.7% | -11.9% | -11.3% |
| 3M | -0.9% | +3.6% | -4.6% | -6.7% |
| 6M | +75.2% | +16.6% | +58.6% | +37.8% |
| YTD | +65.7% | +13.4% | +52.3% | +36.6% |
| 1Y | +60.4% | +19.6% | +40.8% | +21.3% |
| 3Y | +130.7% | +99.8% | +30.9% | -27.6% |
| 5Y | +59.9% | +85.0% | -25.1% | -35.6% |
| All | +59.9% | +83.9% | -24.0% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling