+76.7%
DDOG vs SYY
+24.4%
+52.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | 0.0% |
| 7D | +2.9% | +0.3% | +2.5% | +2.9% |
| 30D | -31.6% | -4.8% | -26.8% | -31.9% |
| 3M | -27.0% | -7.1% | -19.9% | -27.6% |
| 6M | -10.3% | +6.8% | -17.1% | -9.3% |
| YTD | +35.4% | +7.7% | +27.8% | +37.5% |
| 1Y | -1.0% | +5.7% | -6.7% | +0.4% |
| 3Y | +76.7% | +24.6% | +52.1% | +63.8% |
| All | +76.7% | +24.4% | +52.2% | +63.8% |
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