+588.0%
STX vs DDOG
+116.2%
+471.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.6% |
| 7D | -28.5% | -23.9% | -4.6% | -25.0% |
| 30D | -42.9% | -34.0% | -8.9% | -38.8% |
| 3M | -45.9% | -21.9% | -24.0% | -43.4% |
| 6M | -41.3% | +24.6% | -65.9% | -43.9% |
| YTD | +67.9% | +31.7% | +36.3% | +57.5% |
| 1Y | +66.5% | -6.2% | +72.7% | +67.9% |
| 3Y | +588.0% | +125.1% | +462.9% | +501.6% |
| All | +588.0% | +116.2% | +471.8% | +501.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling