+123.8%
STX vs DDOG
+19.2%
+104.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -14.4% | +6.3% | -6.3% |
| 7D | -20.2% | -32.2% | +12.0% | -16.7% |
| 30D | -37.2% | -31.7% | -5.5% | -34.5% |
| 3M | -34.1% | -34.5% | +0.5% | -31.1% |
| 6M | -24.5% | +28.7% | -53.1% | -24.4% |
| YTD | +102.9% | +38.8% | +64.2% | +102.6% |
| 1Y | +123.8% | +19.8% | +104.0% | +129.2% |
| All | +123.8% | +19.2% | +104.6% | +129.2% |
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