+391.2%
DDOG vs SWKS
+32.8%
+358.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -1.1% |
| 7D | +5.6% | +10.9% | -5.2% | +1.2% |
| 30D | -34.9% | +17.6% | -52.5% | -38.9% |
| 3M | -23.4% | +29.2% | -52.6% | -32.8% |
| 6M | -7.7% | +37.0% | -44.7% | -23.8% |
| YTD | +35.6% | +44.9% | -9.3% | +6.1% |
| 1Y | -3.4% | +33.8% | -37.2% | -21.4% |
| 3Y | +78.0% | +10.2% | +67.8% | +42.9% |
| 5Y | -4.4% | -37.0% | +32.6% | +4.5% |
| All | +391.2% | +32.8% | +358.5% | +177.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling