+20.0%
SPY vs DDOG
+61.3%
-41.4%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.4% |
| 7D | +0.1% | -10.1% | +10.3% | +0.5% |
| 30D | +0.1% | -24.8% | +24.9% | +1.0% |
| 3M | +2.0% | -12.6% | +14.6% | +2.3% |
| 6M | +13.0% | +79.9% | -66.9% | +9.2% |
| YTD | +13.5% | +56.6% | -43.0% | +10.1% |
| 1Y | +20.0% | +61.6% | -41.6% | +17.2% |
| All | +20.0% | +61.3% | -41.4% | +17.2% |
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