+290.1%
SHOP vs DDOG
+458.3%
-168.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +7.2% | -12.6% | -9.3% |
| 7D | -10.6% | +7.7% | -18.3% | -14.5% |
| 30D | -18.3% | -13.6% | -4.7% | -12.3% |
| 3M | +14.8% | -0.9% | +15.7% | +10.8% |
| 6M | -5.0% | +75.2% | -80.3% | -36.4% |
| YTD | -21.2% | +65.7% | -86.9% | -46.6% |
| 1Y | -11.6% | +60.4% | -72.0% | -41.4% |
| 3Y | +101.2% | +130.7% | -29.4% | 0.0% |
| 5Y | -15.7% | +59.9% | -75.6% | -49.7% |
| All | +290.1% | +458.3% | -168.2% | +16.1% |
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