+47.6%
SOFI vs DDOG
+113.0%
-65.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.6% |
| 7D | +5.6% | -6.1% | +11.7% | +8.4% |
| 30D | -2.0% | -10.1% | +8.1% | +1.7% |
| 3M | +9.2% | -9.3% | +18.4% | +10.5% |
| 6M | -4.7% | +67.2% | -71.9% | -31.9% |
| YTD | -31.2% | +54.6% | -85.8% | -50.1% |
| 1Y | -30.6% | +54.1% | -84.7% | -51.7% |
| 3Y | +110.6% | +115.3% | -4.6% | +14.5% |
| 5Y | +16.4% | +50.6% | -34.2% | -28.2% |
| All | +47.6% | +113.0% | -65.4% | -41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling