+12.6%
SOFI vs DDOG
+56.4%
-43.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | 0.0% |
| 7D | -7.0% | +3.2% | -10.3% | -8.6% |
| 30D | -4.3% | -10.2% | +5.9% | -0.4% |
| 3M | +8.4% | -2.6% | +11.0% | +6.0% |
| 6M | -5.9% | +80.1% | -86.0% | -34.7% |
| YTD | -34.3% | +63.0% | -97.3% | -53.2% |
| 1Y | -32.6% | +59.4% | -91.9% | -53.4% |
| 3Y | +101.3% | +127.0% | -25.7% | +7.7% |
| 5Y | +12.6% | +61.7% | -49.1% | -28.8% |
| All | +12.6% | +56.4% | -43.9% | -28.8% |
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 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