+352.6%
SHOP vs DDOG
+356.4%
-3.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -1.2% | +2.9% | -4.1% | -2.7% |
| 30D | -14.7% | -31.6% | +16.9% | +1.9% |
| 3M | -7.2% | -27.0% | +19.8% | +5.7% |
| 6M | +54.2% | -10.3% | +64.5% | +50.7% |
| YTD | -8.6% | +35.4% | -44.0% | -33.1% |
| 1Y | +0.5% | -1.0% | +1.5% | -12.0% |
| 3Y | +135.9% | +76.7% | +59.3% | +35.9% |
| 5Y | -11.9% | -4.6% | -7.3% | -34.0% |
| All | +352.6% | +356.4% | -3.8% | +45.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling