+459.9%
DDOG vs SPYG
+226.3%
+233.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.7% |
| 7D | -6.1% | +1.2% | -7.3% | -7.5% |
| 30D | -10.1% | -1.6% | -8.6% | -8.2% |
| 3M | -9.3% | +3.4% | -12.6% | -13.4% |
| 6M | +67.2% | +18.9% | +48.3% | +32.8% |
| YTD | +54.6% | +13.8% | +40.8% | +30.6% |
| 1Y | +54.1% | +20.6% | +33.5% | +20.4% |
| 3Y | +115.3% | +100.5% | +14.8% | -14.4% |
| 5Y | +50.6% | +84.6% | -34.0% | -29.8% |
| All | +459.9% | +226.3% | +233.6% | +27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling