+76.7%
DDOG vs STM
+16.3%
+60.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.3% |
| 7D | +2.9% | +12.0% | -9.1% | +0.4% |
| 30D | -31.6% | -0.4% | -31.3% | -31.4% |
| 3M | -27.0% | -13.2% | -13.8% | -25.2% |
| 6M | -10.3% | -26.1% | +15.8% | -7.6% |
| YTD | +35.4% | +81.2% | -45.8% | +9.7% |
| 1Y | -1.0% | +98.3% | -99.3% | -21.6% |
| 3Y | +76.7% | +16.7% | +59.9% | +42.6% |
| All | +76.7% | +16.3% | +60.3% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling