+1,335.2%
STX vs DDOG
+122.6%
+1,212.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.5% |
| 7D | +2.4% | -10.1% | +12.5% | +3.8% |
| 30D | +1.4% | -24.8% | +26.2% | +4.8% |
| 3M | -8.2% | -12.6% | +4.4% | -7.4% |
| 6M | +127.0% | +79.9% | +47.1% | +100.6% |
| YTD | +209.1% | +56.6% | +152.6% | +179.3% |
| 1Y | +365.4% | +61.6% | +303.8% | +316.2% |
| All | +1,335.2% | +122.6% | +1,212.6% | +1,126.1% |
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