+378.3%
DDOG vs STT
+254.2%
+124.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -0.8% |
| 7D | -16.9% | +0.9% | -17.8% | -17.2% |
| 30D | -38.8% | -2.3% | -36.4% | -38.2% |
| 3M | -23.2% | -7.0% | -16.2% | -21.2% |
| 6M | -10.3% | +15.5% | -25.7% | -15.0% |
| YTD | +32.1% | +35.6% | -3.5% | +17.4% |
| 1Y | -6.1% | +47.9% | -53.9% | -19.2% |
| 3Y | +79.2% | +181.1% | -101.9% | +22.1% |
| 5Y | -8.6% | +108.2% | -116.8% | -33.8% |
| All | +378.3% | +254.2% | +124.1% | +193.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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