0.0%
SHOP vs DDOG
+61.3%
-61.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.3% |
| 7D | -5.1% | -10.1% | +5.0% | -2.3% |
| 30D | +0.6% | -24.8% | +25.4% | +7.6% |
| 3M | +25.0% | -12.6% | +37.6% | +27.2% |
| 6M | +11.9% | +79.9% | -68.0% | -10.2% |
| YTD | -9.9% | +56.6% | -66.4% | -27.1% |
| 1Y | 0.0% | +61.6% | -61.6% | -21.5% |
| All | 0.0% | +61.3% | -61.4% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling