-6.4%
DDOG vs SWKS
-42.6%
+36.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +2.1% |
| 7D | -23.9% | -6.2% | -17.7% | -21.8% |
| 30D | -34.0% | -1.5% | -32.5% | -33.6% |
| 3M | -21.9% | +23.0% | -44.9% | -30.0% |
| 6M | +24.6% | +27.6% | -3.0% | +6.2% |
| YTD | +31.7% | +32.3% | -0.7% | +7.2% |
| 1Y | -6.2% | +20.1% | -26.3% | -19.7% |
| 3Y | +125.1% | +0.6% | +124.4% | +81.0% |
| All | -6.4% | -42.6% | +36.2% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling