+59.9%
DDOG vs SYY
+22.4%
+37.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.2% | +5.0% | +6.4% |
| 7D | +7.7% | -0.2% | +7.9% | +7.8% |
| 30D | -13.6% | -2.7% | -10.9% | -12.9% |
| 3M | -0.9% | +5.9% | -6.8% | -3.2% |
| 6M | +75.2% | -2.3% | +77.6% | +75.0% |
| YTD | +65.7% | +13.1% | +52.6% | +53.6% |
| 1Y | +60.4% | +3.8% | +56.6% | +54.6% |
| 3Y | +130.7% | +26.7% | +103.9% | +85.6% |
| 5Y | +59.9% | +19.4% | +40.5% | +34.0% |
| All | +59.9% | +22.4% | +37.5% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling