+375.1%
DDOG vs STRL
+2,107.0%
-1,731.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -19.1% | -19.8% | +0.7% | -17.1% |
| 30D | -39.2% | -43.6% | +4.4% | -35.5% |
| 3M | -31.6% | -45.2% | +13.6% | -27.4% |
| 6M | -10.9% | -65.7% | +54.9% | -2.3% |
| YTD | +31.2% | -5.4% | +36.6% | +21.0% |
| 1Y | -10.7% | -24.7% | +14.0% | -15.0% |
| 3Y | +72.1% | +335.0% | -262.9% | +22.8% |
| 5Y | -5.5% | +915.3% | -920.8% | -45.6% |
| All | +375.1% | +2,107.0% | -1,731.9% | +98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling