+467.1%
DDOG vs STZ
-30.0%
+497.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.7% |
| 7D | -10.1% | -1.9% | -8.2% | -9.8% |
| 30D | -24.8% | -1.9% | -22.9% | -24.7% |
| 3M | -12.6% | -6.2% | -6.4% | -11.8% |
| 6M | +79.9% | -14.0% | +94.0% | +83.2% |
| YTD | +56.6% | -5.1% | +61.7% | +53.5% |
| 1Y | +61.6% | -9.6% | +71.1% | +60.4% |
| 3Y | +117.9% | -47.2% | +165.1% | +152.6% |
| 5Y | +54.2% | -33.6% | +87.8% | +67.1% |
| All | +467.1% | -30.0% | +497.0% | +404.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling