+76.9%
DDOG vs SRE
+23.7%
+53.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | 0.0% |
| 7D | +5.6% | -1.1% | +6.7% | +5.7% |
| 30D | -34.9% | -4.1% | -30.8% | -34.8% |
| 3M | -23.4% | -7.3% | -16.1% | -23.3% |
| 6M | -7.7% | -14.1% | +6.4% | -7.4% |
| YTD | +35.6% | -8.5% | +44.2% | +34.5% |
| 1Y | -3.4% | -12.0% | +8.6% | -3.6% |
| All | +76.9% | +23.7% | +53.2% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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