+346.4%
SHOP vs DDOG
+427.7%
-81.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.1% |
| 7D | -5.1% | -10.1% | +5.0% | +0.4% |
| 30D | +0.6% | -24.8% | +25.4% | +14.3% |
| 3M | +25.0% | -12.6% | +37.6% | +29.9% |
| 6M | +11.9% | +79.9% | -68.0% | -26.1% |
| YTD | -9.9% | +56.6% | -66.4% | -36.7% |
| 1Y | 0.0% | +61.6% | -61.6% | -34.1% |
| 3Y | +117.5% | +117.9% | -0.4% | +12.0% |
| 5Y | -6.6% | +54.2% | -60.9% | -42.9% |
| All | +346.4% | +427.7% | -81.3% | +37.6% |
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 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