-33.3%
SOFI vs DDOG
+58.2%
-91.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | -4.9% | +3.9% | -8.8% | -5.4% |
| 30D | -3.5% | -8.2% | +4.7% | -2.5% |
| 3M | +3.9% | -5.6% | +9.5% | +3.9% |
| 6M | -6.5% | +73.5% | -80.0% | -13.9% |
| YTD | -33.8% | +62.7% | -96.5% | -39.9% |
| 1Y | -33.3% | +59.0% | -92.3% | -35.6% |
| All | -33.3% | +58.2% | -91.5% | -35.6% |
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 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