+61.6%
DDOG vs STZ
-10.2%
+71.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -1.2% |
| 7D | -10.1% | -1.9% | -8.2% | -11.0% |
| 30D | -24.8% | -1.9% | -22.9% | -25.1% |
| 3M | -12.6% | -6.2% | -6.4% | -14.4% |
| 6M | +79.9% | -14.0% | +94.0% | +70.0% |
| YTD | +56.6% | -5.1% | +61.7% | +49.6% |
| 1Y | +61.6% | -9.6% | +71.1% | +68.0% |
| All | +61.6% | -10.2% | +71.8% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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