+121.1%
DDOG vs SPYM
+77.0%
+44.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.5% | +7.6% | +7.8% |
| 7D | +7.7% | -0.4% | +8.0% | +8.2% |
| 30D | -13.6% | -1.4% | -12.2% | -11.9% |
| 3M | -0.9% | +3.7% | -4.6% | -5.8% |
| 6M | +75.2% | +13.0% | +62.2% | +47.6% |
| YTD | +65.7% | +12.5% | +53.2% | +41.1% |
| 1Y | +60.4% | +18.6% | +41.8% | +26.8% |
| All | +121.1% | +77.0% | +44.1% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling