+499.9%
DDOG vs STZ
-33.6%
+533.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.5% | +6.7% | +7.1% |
| 7D | +7.7% | -6.0% | +13.7% | +8.9% |
| 30D | -13.6% | -8.9% | -4.7% | -12.1% |
| 3M | -0.9% | -12.6% | +11.6% | +1.4% |
| 6M | +75.2% | -17.2% | +92.4% | +79.6% |
| YTD | +65.7% | -10.0% | +75.7% | +64.1% |
| 1Y | +60.4% | -14.3% | +74.7% | +60.9% |
| 3Y | +130.7% | -49.9% | +180.6% | +170.1% |
| 5Y | +59.9% | -38.2% | +98.1% | +75.8% |
| All | +499.9% | -33.6% | +533.5% | +438.8% |
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