+180.5%
SPY vs DDOG
+458.3%
-277.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.2% | -7.6% | -1.5% |
| 7D | -0.4% | +7.7% | -8.0% | -1.4% |
| 30D | -1.4% | -13.6% | +12.2% | +0.5% |
| 3M | +3.7% | -0.9% | +4.6% | +2.9% |
| 6M | +13.0% | +75.2% | -62.2% | +1.5% |
| YTD | +12.4% | +65.7% | -53.3% | +1.2% |
| 1Y | +18.5% | +60.4% | -41.8% | +6.4% |
| 3Y | +77.6% | +130.7% | -53.0% | +46.5% |
| 5Y | +81.7% | +59.9% | +21.8% | +49.8% |
| All | +180.5% | +458.3% | -277.8% | +71.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling