+255.1%
SNXX vs DDOG
+72.0%
+183.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.6% | -6.4% | -7.5% |
| 7D | +16.8% | +3.2% | +13.5% | +15.7% |
| 30D | +65.3% | -10.2% | +75.4% | +70.3% |
| 3M | -34.8% | -2.6% | -32.2% | -30.6% |
| 6M | +255.1% | +80.1% | +175.0% | +311.5% |
| All | +255.1% | +72.0% | +183.1% | +311.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling