+125.1%
DDOG vs STLA
-74.0%
+199.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.8% | +2.6% |
| 7D | -23.9% | -4.5% | -19.4% | -23.5% |
| 30D | -34.0% | -3.9% | -30.1% | -33.8% |
| 3M | -21.9% | -20.2% | -1.7% | -19.6% |
| 6M | +24.6% | -42.2% | +66.8% | +33.9% |
| YTD | +31.7% | -59.3% | +91.0% | +48.4% |
| 1Y | -6.2% | -56.1% | +49.9% | +3.8% |
| 3Y | +125.1% | -73.7% | +198.7% | +174.2% |
| All | +125.1% | -74.0% | +199.1% | +174.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling