+378.3%
DDOG vs STZ
-19.9%
+398.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | 0.0% |
| 7D | -16.9% | +3.4% | -20.3% | -17.4% |
| 30D | -38.8% | +19.6% | -58.3% | -40.9% |
| 3M | -23.2% | +8.0% | -31.3% | -24.6% |
| 6M | -10.3% | -0.3% | -10.0% | -10.7% |
| YTD | +32.1% | +8.6% | +23.5% | +25.9% |
| 1Y | -6.1% | +17.3% | -23.4% | -12.7% |
| 3Y | +79.2% | -34.7% | +113.9% | +96.3% |
| 5Y | -8.6% | -27.6% | +19.0% | -2.6% |
| All | +378.3% | -19.9% | +398.2% | +313.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling