+1,144.9%
STX vs DDOG
+54.5%
+1,090.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.3% | +7.8% | +6.7% |
| 7D | +10.7% | -6.1% | +16.8% | +12.0% |
| 30D | +11.3% | -10.1% | +21.4% | +13.2% |
| 3M | +3.2% | -9.3% | +12.5% | +3.6% |
| 6M | +157.0% | +67.2% | +89.8% | +122.9% |
| YTD | +229.2% | +54.6% | +174.6% | +187.9% |
| 1Y | +381.8% | +54.1% | +327.8% | +318.9% |
| 3Y | +1,383.2% | +115.3% | +1,267.9% | +1,048.7% |
| 5Y | +1,144.9% | +50.6% | +1,094.3% | +869.7% |
| All | +1,144.9% | +54.5% | +1,090.3% | +869.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling