-5.5%
DDOG vs SUI
-25.9%
+20.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | -19.1% | +3.4% | -22.5% | -20.6% |
| 30D | -39.2% | +4.6% | -43.8% | -41.1% |
| 3M | -31.6% | +1.6% | -33.2% | -32.9% |
| 6M | -10.9% | -3.5% | -7.4% | -10.9% |
| YTD | +31.2% | -1.0% | +32.2% | +28.6% |
| 1Y | -10.7% | -1.7% | -8.9% | -12.2% |
| 3Y | +72.1% | +18.4% | +53.8% | +37.8% |
| 5Y | -5.5% | -26.3% | +20.8% | +24.9% |
| All | -5.5% | -25.9% | +20.4% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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