-10.1%
DDOG vs STT
+47.3%
-57.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -0.6% |
| 7D | -16.9% | +0.9% | -17.8% | -17.0% |
| 30D | -38.8% | -2.3% | -36.4% | -38.3% |
| 3M | -23.2% | -7.0% | -16.2% | -22.0% |
| 6M | -10.3% | +15.5% | -25.7% | -12.2% |
| YTD | +32.1% | +35.6% | -3.5% | +17.9% |
| All | -10.1% | +47.3% | -57.4% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling