+489.1%
DDOG vs SRE
+47.8%
+441.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | +3.9% | -0.8% | +4.7% | +4.1% |
| 30D | -8.2% | -3.0% | -5.2% | -7.6% |
| 3M | -5.6% | -8.3% | +2.7% | -3.8% |
| 6M | +73.5% | -8.9% | +82.4% | +76.0% |
| YTD | +62.7% | -4.3% | +66.9% | +62.2% |
| 1Y | +59.0% | +2.7% | +56.2% | +55.0% |
| 3Y | +117.1% | +28.7% | +88.5% | +90.7% |
| 5Y | +61.3% | +47.1% | +14.1% | +35.4% |
| All | +489.1% | +47.8% | +441.3% | +338.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling