+443.6%
STX vs DDOG
-3.9%
+447.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.7% |
| 7D | -28.5% | -23.9% | -4.6% | -24.2% |
| 30D | -42.9% | -34.0% | -8.9% | -37.7% |
| 3M | -45.9% | -21.9% | -24.0% | -43.1% |
| 6M | -41.3% | +24.6% | -65.9% | -45.4% |
| YTD | +67.9% | +31.7% | +36.3% | +52.1% |
| 1Y | +66.5% | -6.2% | +72.7% | +63.4% |
| 3Y | +588.0% | +125.1% | +462.9% | +425.2% |
| All | +443.6% | -3.9% | +447.5% | +369.1% |
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 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