+359.3%
SHOP vs DDOG
+357.0%
+2.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.4% | -1.5% | 0.0% |
| 7D | -2.5% | -2.3% | -0.2% | -1.2% |
| 30D | -16.7% | -35.8% | +19.1% | +3.0% |
| 3M | -2.2% | -25.3% | +23.1% | +10.0% |
| 6M | +45.6% | -8.9% | +54.4% | +40.9% |
| YTD | -7.3% | +35.6% | -42.9% | -32.1% |
| 1Y | -6.1% | -6.8% | +0.7% | -14.7% |
| 3Y | +143.3% | +77.9% | +65.4% | +39.6% |
| 5Y | +0.2% | -3.1% | +3.3% | -25.5% |
| All | +359.3% | +357.0% | +2.3% | +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 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