+1,211.6%
STX vs DDOG
+357.1%
+854.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +16.8% | +5.6% | +11.2% | +15.7% |
| 30D | -27.0% | -34.9% | +7.9% | -20.9% |
| 3M | -37.9% | -23.4% | -14.4% | -34.7% |
| 6M | -32.5% | -7.7% | -24.8% | -32.3% |
| YTD | +98.6% | +35.6% | +63.0% | +81.3% |
| 1Y | +93.6% | -3.4% | +97.0% | +89.1% |
| 3Y | +699.1% | +78.0% | +621.1% | +573.2% |
| 5Y | +481.0% | -4.4% | +485.5% | +404.7% |
| All | +1,211.6% | +357.1% | +854.4% | +674.4% |
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