+54.1%
DDOG vs STT
+74.0%
-19.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | 0.0% | -0.9% |
| 7D | -6.1% | +2.2% | -8.3% | -6.6% |
| 30D | -10.1% | +3.9% | -14.0% | -11.0% |
| 3M | -9.3% | +19.2% | -28.4% | -13.3% |
| 6M | +67.2% | +60.4% | +6.8% | +38.9% |
| YTD | +54.6% | +51.5% | +3.1% | +31.3% |
| 1Y | +54.1% | +76.3% | -22.2% | +21.2% |
| All | +54.1% | +74.0% | -19.9% | +21.2% |
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