+19.8%
DDOG vs SU
+88.1%
-68.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -4.5% | -9.9% | -13.7% |
| 7D | -32.2% | -7.1% | -25.1% | -31.4% |
| 30D | -31.7% | +4.8% | -36.5% | -31.3% |
| 3M | -34.5% | +12.5% | -47.0% | -34.9% |
| 6M | +28.7% | +6.5% | +22.2% | +28.4% |
| YTD | +38.8% | +65.8% | -27.0% | +24.9% |
| 1Y | +19.8% | +86.2% | -66.3% | -5.1% |
| All | +19.8% | +88.1% | -68.3% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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