+121.1%
DDOG vs SYY
+26.6%
+94.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.2% | +5.0% | +7.4% |
| 7D | +7.7% | -0.2% | +7.9% | +7.6% |
| 30D | -13.6% | -2.7% | -10.9% | -13.9% |
| 3M | -0.9% | +5.9% | -6.8% | -0.5% |
| 6M | +75.2% | -2.3% | +77.6% | +75.8% |
| YTD | +65.7% | +13.1% | +52.6% | +67.1% |
| 1Y | +60.4% | +3.8% | +56.6% | +62.0% |
| All | +121.1% | +26.6% | +94.5% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 3y: compounded portfolio wealth divided by compounded SYY 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…
3y analysis · Full analysis span regression · 6 months rolling