-6.4%
DDOG vs STT
+100.0%
-106.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | -23.9% | -2.5% | -21.4% | -22.9% |
| 30D | -34.0% | -5.0% | -29.1% | -32.0% |
| 3M | -21.9% | -10.5% | -11.4% | -17.1% |
| 6M | +24.6% | +10.0% | +14.6% | +17.2% |
| YTD | +31.7% | +30.7% | +1.0% | +11.3% |
| 1Y | -6.2% | +43.8% | -49.9% | -25.2% |
| 3Y | +125.1% | +168.1% | -43.0% | +20.0% |
| All | -6.4% | +100.0% | -106.5% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling