+19.8%
DDOG vs SWKS
+18.8%
+1.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.1% | -5.4% | -7.5% |
| 7D | -34.3% | -9.2% | -25.1% | -34.6% |
| 30D | -37.2% | -1.9% | -35.3% | -37.1% |
| 3M | -38.3% | +21.2% | -59.6% | -37.5% |
| 6M | +19.8% | +12.9% | +6.9% | +24.6% |
| All | +19.8% | +18.8% | +1.0% | +24.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling