+378.3%
DDOG vs SWKS
+22.2%
+356.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | -16.9% | -2.7% | -14.1% | -15.7% |
| 30D | -38.8% | +8.5% | -47.2% | -40.6% |
| 3M | -23.2% | +17.3% | -40.5% | -29.9% |
| 6M | -10.3% | +25.1% | -35.4% | -23.1% |
| YTD | +32.1% | +33.3% | -1.3% | +7.0% |
| 1Y | -6.1% | +22.9% | -29.0% | -20.8% |
| 3Y | +79.2% | +5.5% | +73.7% | +45.3% |
| 5Y | -8.6% | -41.9% | +33.3% | +3.4% |
| All | +378.3% | +22.2% | +356.2% | +179.9% |
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