+119.5%
DDOG vs SWK
+46.5%
+73.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.6% | -4.9% | -7.2% |
| 7D | -34.3% | +11.3% | -45.6% | -35.1% |
| 30D | -37.2% | +28.1% | -65.3% | -39.4% |
| 3M | -38.3% | +12.6% | -50.9% | -39.2% |
| 6M | +19.8% | +51.7% | -31.9% | +12.4% |
| YTD | +28.4% | +60.0% | -31.6% | +18.7% |
| 1Y | +12.7% | +72.7% | -60.0% | +2.2% |
| All | +119.5% | +46.5% | +73.0% | +103.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling