+351.1%
SHOP vs DDOG
+342.1%
+9.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.2% |
| 7D | +2.8% | -19.1% | +21.9% | +13.6% |
| 30D | -14.2% | -39.2% | +25.0% | +9.2% |
| 3M | -5.5% | -31.6% | +26.1% | +11.4% |
| 6M | +32.8% | -10.9% | +43.7% | +29.9% |
| YTD | -8.9% | +31.2% | -40.1% | -32.1% |
| 1Y | -7.7% | -10.7% | +3.0% | -14.2% |
| 3Y | +139.0% | +72.1% | +66.9% | +39.5% |
| 5Y | -0.5% | -5.5% | +5.0% | -24.9% |
| All | +351.1% | +342.1% | +9.0% | +47.6% |
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