-6.4%
DDOG vs STRL
+779.4%
-785.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.5% | -0.9% | +2.1% |
| 7D | -23.9% | -26.9% | +3.0% | -20.9% |
| 30D | -34.0% | -52.7% | +18.7% | -28.4% |
| 3M | -21.9% | -52.8% | +30.9% | -15.5% |
| 6M | +24.6% | -71.5% | +96.1% | +39.6% |
| YTD | +31.7% | -17.4% | +49.1% | +20.1% |
| 1Y | -6.2% | -35.0% | +28.8% | -10.8% |
| 3Y | +125.1% | +239.2% | -114.2% | +47.4% |
| All | -6.4% | +779.4% | -785.8% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling