+20.3%
SGOV vs DDOG
+214.0%
-193.8%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | +0.1% | +3.2% | -3.2% | +0.1% |
| 30D | +0.3% | -10.2% | +10.5% | +0.3% |
| 3M | +0.9% | -2.6% | +3.5% | +0.9% |
| 6M | +1.8% | +80.1% | -78.3% | +1.9% |
| YTD | +2.5% | +63.0% | -60.5% | +2.5% |
| 1Y | +3.8% | +59.4% | -55.6% | +3.8% |
| 3Y | +14.4% | +127.0% | -112.7% | +14.4% |
| 5Y | +20.1% | +61.7% | -41.5% | +20.2% |
| All | +20.3% | +214.0% | -193.8% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG 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 DDOG 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