-6.4%
DDOG vs STZ
-29.7%
+23.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +2.7% |
| 7D | -23.9% | +4.9% | -28.8% | -24.3% |
| 30D | -34.0% | +20.9% | -54.9% | -35.6% |
| 3M | -21.9% | +8.0% | -29.9% | -22.7% |
| 6M | +24.6% | -5.3% | +29.9% | +25.7% |
| YTD | +31.7% | +5.9% | +25.7% | +25.9% |
| 1Y | -6.2% | +14.2% | -20.4% | -12.9% |
| 3Y | +125.1% | -37.0% | +162.0% | +157.6% |
| All | -6.4% | -29.7% | +23.3% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling