+19.8%
DDOG vs SWKS
+14.2%
+5.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -2.9% | -11.5% | -14.5% |
| 7D | -32.2% | -4.9% | -27.3% | -32.4% |
| 30D | -31.7% | -1.2% | -30.5% | -31.6% |
| 3M | -34.5% | +24.2% | -58.7% | -33.5% |
| 6M | +28.7% | +21.5% | +7.2% | +30.2% |
| YTD | +38.8% | +33.5% | +5.3% | +39.5% |
| 1Y | +19.8% | +18.9% | +0.9% | +14.8% |
| All | +19.8% | +14.2% | +5.7% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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