-6.4%
DDOG vs SWK
-25.5%
+19.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.7% |
| 7D | -23.9% | +11.0% | -34.9% | -27.0% |
| 30D | -34.0% | +30.1% | -64.1% | -40.1% |
| 3M | -21.9% | +14.7% | -36.6% | -26.2% |
| 6M | +24.6% | +44.5% | -19.9% | +8.0% |
| YTD | +31.7% | +59.4% | -27.7% | +8.4% |
| 1Y | -6.2% | +77.5% | -83.7% | -26.3% |
| 3Y | +125.1% | +49.5% | +75.6% | +75.1% |
| All | -6.4% | -25.5% | +19.0% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling