-3.4%
DDOG vs STZ
+12.7%
-16.0%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | +0.3% |
| 7D | +5.6% | 0.0% | +5.6% | +5.7% |
| 30D | -34.9% | +14.7% | -49.6% | -28.3% |
| 3M | -23.4% | +8.8% | -32.2% | -17.8% |
| 6M | -7.7% | +3.1% | -10.8% | -3.1% |
| YTD | +35.6% | +7.9% | +27.8% | +41.8% |
| 1Y | -3.4% | +14.2% | -17.5% | +3.7% |
| All | -3.4% | +12.7% | -16.0% | +3.7% |
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