-99.7%
SQQQ vs DDOG
+458.3%
-558.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.2% | -6.3% | +5.3% |
| 7D | -2.7% | +7.7% | -10.4% | +1.9% |
| 30D | +2.4% | -13.6% | +16.0% | -5.6% |
| 3M | -8.0% | -0.9% | -7.1% | -5.7% |
| 6M | -43.9% | +75.2% | -119.2% | -13.6% |
| YTD | -42.2% | +65.7% | -107.9% | -12.1% |
| 1Y | -51.8% | +60.4% | -112.2% | -26.3% |
| 3Y | -89.7% | +130.7% | -220.4% | -73.6% |
| 5Y | -94.7% | +59.9% | -154.6% | -80.9% |
| All | -99.7% | +458.3% | -558.0% | -96.8% |
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