+61.6%
DDOG vs STRL
+76.3%
-14.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.8% | -6.6% | -0.7% |
| 7D | -10.1% | +3.4% | -13.5% | -10.0% |
| 30D | -24.8% | -9.2% | -15.6% | -25.1% |
| 3M | -12.6% | -51.0% | +38.5% | -14.8% |
| 6M | +79.9% | +15.8% | +64.2% | +71.3% |
| YTD | +56.6% | +58.9% | -2.3% | +43.8% |
| 1Y | +61.6% | +68.5% | -6.9% | +43.5% |
| All | +61.6% | +76.3% | -14.7% | +43.5% |
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