+391.2%
DDOG vs STLA
-54.7%
+446.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.1% | +6.1% | +1.6% |
| 7D | +5.6% | -13.1% | +18.7% | +9.5% |
| 30D | -34.9% | -13.3% | -21.6% | -33.0% |
| 3M | -23.4% | -27.9% | +4.4% | -17.5% |
| 6M | -7.7% | -47.8% | +40.1% | +8.3% |
| YTD | +35.6% | -64.6% | +100.2% | +74.3% |
| 1Y | -3.4% | -64.0% | +60.6% | +23.1% |
| 3Y | +78.0% | -76.8% | +154.8% | +147.8% |
| 5Y | -4.4% | -74.2% | +69.7% | +20.5% |
| All | +391.2% | -54.7% | +446.0% | +397.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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