+459.9%
DDOG vs STRL
+3,727.7%
-3,267.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.2% | -4.5% | -1.6% |
| 7D | -6.1% | +10.1% | -16.2% | -7.0% |
| 30D | -10.1% | -8.2% | -1.9% | -9.5% |
| 3M | -9.3% | -43.7% | +34.4% | -4.9% |
| 6M | +67.2% | +27.1% | +40.1% | +52.8% |
| YTD | +54.6% | +64.0% | -9.4% | +35.0% |
| 1Y | +54.1% | +75.2% | -21.1% | +31.6% |
| 3Y | +115.3% | +539.9% | -424.6% | +47.6% |
| 5Y | +50.6% | +2,133.0% | -2,082.4% | -19.9% |
| All | +459.9% | +3,727.7% | -3,267.9% | +121.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling