-40.8%
SOFI vs DDOG
+19.2%
-60.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -14.4% | +18.1% | +5.1% |
| 7D | +1.4% | -32.2% | +33.6% | +5.4% |
| 30D | +9.2% | -31.7% | +40.9% | +13.4% |
| 3M | -7.1% | -34.5% | +27.4% | -3.3% |
| 6M | +7.3% | +28.7% | -21.4% | +4.8% |
| YTD | -33.6% | +38.8% | -72.4% | -38.5% |
| 1Y | -40.8% | +19.8% | -60.6% | -45.8% |
| All | -40.8% | +19.2% | -60.0% | -45.8% |
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