+2,029.8%
STX vs DDOG
+458.3%
+1,571.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.2% | -9.2% | -3.3% |
| 7D | +9.6% | +7.7% | +1.9% | +8.1% |
| 30D | +10.6% | -13.6% | +24.2% | +13.2% |
| 3M | +4.8% | -0.9% | +5.7% | +3.5% |
| 6M | +137.3% | +75.2% | +62.0% | +107.5% |
| YTD | +222.5% | +65.7% | +156.8% | +182.8% |
| 1Y | +366.2% | +60.4% | +305.8% | +309.3% |
| 3Y | +1,352.9% | +130.7% | +1,222.2% | +1,053.3% |
| 5Y | +1,077.4% | +59.9% | +1,017.6% | +838.8% |
| All | +2,029.8% | +458.3% | +1,571.5% | +1,108.2% |
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 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