+19.8%
DDOG vs STRL
-30.1%
+49.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -21.5% | +7.0% | -14.0% |
| 7D | -32.2% | -27.1% | -5.2% | -32.1% |
| 30D | -31.7% | -45.8% | +14.1% | -32.4% |
| 3M | -34.5% | -47.6% | +13.1% | -35.3% |
| 6M | +28.7% | -46.4% | +75.1% | +24.3% |
| YTD | +38.8% | -7.4% | +46.1% | +31.1% |
| 1Y | +19.8% | -25.9% | +45.7% | +12.5% |
| All | +19.8% | -30.1% | +49.9% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling