-3.4%
DDOG vs SWK
+73.5%
-76.8%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.3% | -0.3% |
| 7D | +5.6% | -2.0% | +7.6% | +5.3% |
| 30D | -34.9% | +24.6% | -59.5% | -33.3% |
| 3M | -23.4% | +10.8% | -34.2% | -21.5% |
| 6M | -7.7% | +46.1% | -53.8% | -4.0% |
| YTD | +35.6% | +56.8% | -21.2% | +42.6% |
| 1Y | -3.4% | +72.7% | -76.1% | +0.3% |
| All | -3.4% | +73.5% | -76.8% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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