+490.5%
DDOG vs SPYM
+180.0%
+310.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -0.8% |
| 7D | +3.2% | -2.0% | +5.2% | +6.0% |
| 30D | -10.2% | -1.6% | -8.5% | -8.1% |
| 3M | -2.6% | +4.7% | -7.3% | -8.4% |
| 6M | +80.1% | +12.6% | +67.6% | +53.7% |
| YTD | +63.0% | +11.8% | +51.3% | +41.0% |
| 1Y | +59.4% | +17.5% | +41.8% | +29.1% |
| 3Y | +127.0% | +77.0% | +50.1% | +9.2% |
| 5Y | +61.7% | +82.6% | -20.9% | -20.8% |
| All | +490.5% | +180.0% | +310.5% | +71.2% |
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