+467.1%
DDOG vs STM
+175.5%
+291.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.7% | -1.6% |
| 7D | -10.1% | +5.8% | -15.9% | -12.3% |
| 30D | -24.8% | -1.0% | -23.8% | -24.9% |
| 3M | -12.6% | -33.3% | +20.7% | -0.4% |
| 6M | +79.9% | +57.4% | +22.6% | +32.2% |
| YTD | +56.6% | +102.2% | -45.6% | +1.2% |
| 1Y | +61.6% | +99.6% | -38.0% | +3.3% |
| 3Y | +117.9% | +14.5% | +103.4% | +71.3% |
| 5Y | +54.2% | +21.4% | +32.9% | +15.6% |
| All | +467.1% | +175.5% | +291.6% | +120.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling