+390.4%
DDOG vs SWKS
+32.6%
+357.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +2.9% | +9.4% | -6.6% | -1.0% |
| 30D | -31.6% | +17.0% | -48.6% | -35.7% |
| 3M | -27.0% | +28.9% | -55.9% | -35.9% |
| 6M | -10.3% | +33.1% | -43.4% | -24.9% |
| YTD | +35.4% | +44.8% | -9.4% | +6.0% |
| 1Y | -1.0% | +36.2% | -37.2% | -20.2% |
| 3Y | +76.7% | +11.5% | +65.2% | +40.8% |
| 5Y | -4.6% | -37.1% | +32.5% | +4.4% |
| All | +390.4% | +32.6% | +357.8% | +177.3% |
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