+66.7%
SNXX vs DDOG
+33.9%
+32.8%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -14.4% | -1.3% | -10.6% |
| 7D | -47.8% | -32.2% | -15.6% | -40.1% |
| 30D | -66.0% | -31.7% | -34.3% | -61.0% |
| 3M | -57.5% | -34.5% | -23.0% | -51.0% |
| 6M | -66.7% | +28.7% | -95.4% | -57.5% |
| All | +66.7% | +33.9% | +32.8% | +110.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling