+55.0%
DDOG vs STLA
-62.4%
+117.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -1.2% |
| 7D | -10.1% | +2.6% | -12.7% | -10.8% |
| 30D | -24.8% | -1.2% | -23.6% | -24.5% |
| 3M | -12.6% | -24.8% | +12.2% | -5.3% |
| 6M | +79.9% | -25.6% | +105.5% | +93.4% |
| YTD | +56.6% | -48.9% | +105.5% | +86.9% |
| 1Y | +61.6% | -38.8% | +100.3% | +76.9% |
| 3Y | +117.9% | -64.5% | +182.4% | +173.7% |
| All | +55.0% | -62.4% | +117.4% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling