+180.2%
SPY vs DDOG
+357.0%
-176.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.0% | +0.9% |
| 7D | -0.9% | -2.3% | +1.4% | -0.6% |
| 30D | -2.4% | -35.8% | +33.5% | +3.4% |
| 3M | -1.2% | -25.3% | +24.1% | +2.1% |
| 6M | +3.3% | -8.9% | +12.2% | +2.6% |
| YTD | +12.3% | +35.6% | -23.3% | +3.3% |
| 1Y | +12.4% | -6.8% | +19.3% | +9.7% |
| 3Y | +78.8% | +77.9% | +0.9% | +53.1% |
| 5Y | +75.2% | -3.1% | +78.3% | +54.3% |
| All | +180.2% | +357.0% | -176.8% | +74.7% |
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