+490.5%
DDOG vs SYK
+31.7%
+458.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.7% |
| 7D | +3.2% | -12.3% | +15.6% | +9.5% |
| 30D | -10.2% | -22.4% | +12.3% | +0.7% |
| 3M | -2.6% | -12.3% | +9.7% | +1.9% |
| 6M | +80.1% | -24.3% | +104.5% | +101.1% |
| YTD | +63.0% | -22.8% | +85.8% | +79.5% |
| 1Y | +59.4% | -28.8% | +88.1% | +82.2% |
| 3Y | +127.0% | -4.0% | +131.0% | +115.6% |
| 5Y | +61.7% | +3.8% | +57.8% | +44.3% |
| All | +490.5% | +31.7% | +458.8% | +431.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 all: compounded portfolio wealth divided by compounded SYK 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…
all analysis · Full analysis span regression · 6 months rolling