+391.2%
DDOG vs SPYM
+180.5%
+210.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.5% |
| 7D | +5.6% | +3.3% | +2.4% | +1.2% |
| 30D | -34.9% | -2.6% | -32.3% | -32.4% |
| 3M | -23.4% | -1.7% | -21.7% | -21.3% |
| 6M | -7.7% | +3.1% | -10.9% | -11.1% |
| YTD | +35.6% | +12.0% | +23.7% | +17.5% |
| 1Y | -3.4% | +12.1% | -15.5% | -16.3% |
| 3Y | +78.0% | +78.5% | -0.6% | -15.3% |
| 5Y | -4.4% | +73.8% | -78.3% | -51.0% |
| All | +391.2% | +180.5% | +210.8% | +42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling