+467.1%
DDOG vs STT
+300.6%
+166.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -10.1% | +0.5% | -10.6% | -10.3% |
| 30D | -24.8% | +3.9% | -28.7% | -25.7% |
| 3M | -12.6% | +20.0% | -32.5% | -18.2% |
| 6M | +79.9% | +55.3% | +24.6% | +52.5% |
| YTD | +56.6% | +53.3% | +3.2% | +33.2% |
| 1Y | +61.6% | +74.7% | -13.1% | +31.0% |
| 3Y | +117.9% | +205.8% | -88.0% | +43.8% |
| 5Y | +54.2% | +145.0% | -90.8% | +6.0% |
| All | +467.1% | +300.6% | +166.5% | +233.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling