+391.2%
DDOG vs STZ
-20.4%
+411.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +5.6% | 0.0% | +5.6% | +5.6% |
| 30D | -34.9% | +14.7% | -49.6% | -36.7% |
| 3M | -23.4% | +8.8% | -32.2% | -24.9% |
| 6M | -7.7% | +3.1% | -10.8% | -8.9% |
| YTD | +35.6% | +7.9% | +27.8% | +29.4% |
| 1Y | -3.4% | +14.2% | -17.5% | -9.5% |
| 3Y | +78.0% | -35.2% | +113.2% | +95.2% |
| 5Y | -4.4% | -29.6% | +25.1% | +2.5% |
| All | +391.2% | -20.4% | +411.6% | +325.0% |
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 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