+390.4%
DDOG vs SPYM
+179.3%
+211.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.4% |
| 7D | +2.9% | +2.6% | +0.3% | -0.6% |
| 30D | -31.6% | -2.0% | -29.6% | -29.6% |
| 3M | -27.0% | -2.8% | -24.2% | -23.9% |
| 6M | -10.3% | +2.2% | -12.5% | -12.5% |
| YTD | +35.4% | +11.5% | +23.9% | +17.9% |
| 1Y | -1.0% | +13.5% | -14.5% | -15.6% |
| 3Y | +76.7% | +78.0% | -1.4% | -15.7% |
| 5Y | -4.6% | +73.1% | -77.7% | -50.9% |
| All | +390.4% | +179.3% | +211.1% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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