+117.6%
DDOG vs SU
+120.3%
-2.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.4% | -1.6% |
| 7D | +3.2% | +1.7% | +1.6% | +3.0% |
| 30D | -10.2% | +9.6% | -19.8% | -11.2% |
| 3M | -2.6% | +11.7% | -14.3% | -4.0% |
| 6M | +80.1% | +21.9% | +58.2% | +74.7% |
| YTD | +63.0% | +58.6% | +4.4% | +51.4% |
| 1Y | +59.4% | +66.5% | -7.2% | +46.6% |
| All | +117.6% | +120.3% | -2.6% | +106.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling