+376.8%
DDOG vs STRL
+1,827.0%
-1,450.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.5% | -0.9% | +2.1% |
| 7D | -23.9% | -26.9% | +3.0% | -21.0% |
| 30D | -34.0% | -52.7% | +18.7% | -28.6% |
| 3M | -21.9% | -52.8% | +30.9% | -15.7% |
| 6M | +24.6% | -71.5% | +96.1% | +39.3% |
| YTD | +31.7% | -17.4% | +49.1% | +23.6% |
| 1Y | -6.2% | -35.0% | +28.8% | -9.0% |
| 3Y | +125.1% | +239.2% | -114.2% | +64.6% |
| 5Y | -3.5% | +830.2% | -833.7% | -43.7% |
| All | +376.8% | +1,827.0% | -1,450.2% | +102.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling