+368.8%
SNXX vs DDOG
+57.0%
+311.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.2% | -6.8% | -7.0% |
| 7D | -12.0% | +3.9% | -15.9% | -12.6% |
| 30D | +37.9% | -8.2% | +46.1% | +40.0% |
| 3M | -52.7% | -5.6% | -47.1% | -50.2% |
| 6M | +194.8% | +73.5% | +121.3% | +244.7% |
| All | +368.8% | +57.0% | +311.8% | +433.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling