+378.3%
DDOG vs STM
+135.3%
+243.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.8% | -6.4% | -2.5% |
| 7D | -16.9% | -5.6% | -11.3% | -14.8% |
| 30D | -38.8% | -14.4% | -24.3% | -34.6% |
| 3M | -23.2% | -20.5% | -2.7% | -16.3% |
| 6M | -10.3% | -24.5% | +14.2% | -5.9% |
| YTD | +32.1% | +72.7% | -40.6% | -9.4% |
| 1Y | -6.1% | +91.0% | -97.1% | -38.8% |
| 3Y | +79.2% | +13.5% | +65.7% | +36.8% |
| 5Y | -8.6% | -9.2% | +0.6% | -22.5% |
| All | +378.3% | +135.3% | +243.0% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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