+183.3%
SPY vs DDOG
+427.7%
-244.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | +0.1% | -10.1% | +10.3% | +1.6% |
| 30D | +0.1% | -24.8% | +24.9% | +3.6% |
| 3M | +2.0% | -12.6% | +14.6% | +3.1% |
| 6M | +13.0% | +79.9% | -66.9% | +1.1% |
| YTD | +13.5% | +56.6% | -43.0% | +3.1% |
| 1Y | +20.0% | +61.6% | -41.6% | +7.4% |
| 3Y | +77.2% | +117.9% | -40.7% | +47.4% |
| 5Y | +81.9% | +54.2% | +27.6% | +50.8% |
| All | +183.3% | +427.7% | -244.4% | +74.3% |
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