+61.6%
DDOG vs SWKS
+4.6%
+56.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -0.8% |
| 7D | -10.1% | +12.5% | -22.7% | -10.0% |
| 30D | -24.8% | +10.5% | -35.3% | -24.7% |
| 3M | -12.6% | -7.4% | -5.2% | -12.2% |
| 6M | +79.9% | +32.7% | +47.3% | +78.0% |
| YTD | +56.6% | +19.2% | +37.4% | +54.8% |
| 1Y | +61.6% | +2.4% | +59.2% | +59.4% |
| All | +61.6% | +4.6% | +56.9% | +59.4% |
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