+390.4%
DDOG vs SYY
+18.6%
+371.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | +2.9% | +0.3% | +2.5% | +2.8% |
| 30D | -31.6% | -4.8% | -26.8% | -31.2% |
| 3M | -27.0% | -7.1% | -19.9% | -26.3% |
| 6M | -10.3% | +6.8% | -17.1% | -12.2% |
| YTD | +35.4% | +7.7% | +27.8% | +31.0% |
| 1Y | -1.0% | +5.7% | -6.7% | -3.8% |
| 3Y | +76.7% | +24.6% | +52.1% | +61.7% |
| 5Y | -4.6% | +15.6% | -20.2% | -9.5% |
| All | +390.4% | +18.6% | +371.8% | +351.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling