+499.9%
DDOG vs STLA
-38.0%
+537.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.9% | +9.0% | +7.7% |
| 7D | +7.7% | +0.4% | +7.3% | +7.5% |
| 30D | -13.6% | -5.2% | -8.4% | -12.5% |
| 3M | -0.9% | -24.9% | +23.9% | +6.9% |
| 6M | +75.2% | -25.2% | +100.4% | +87.3% |
| YTD | +65.7% | -51.4% | +117.1% | +97.8% |
| 1Y | +60.4% | -40.7% | +101.1% | +76.8% |
| 3Y | +130.7% | -66.3% | +196.9% | +190.6% |
| 5Y | +59.9% | -63.2% | +123.1% | +85.3% |
| All | +499.9% | -38.0% | +537.9% | +464.0% |
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