+1,941.7%
STX vs DDOG
+427.7%
+1,514.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.5% |
| 7D | +2.4% | -10.1% | +12.5% | +4.2% |
| 30D | +1.4% | -24.8% | +26.2% | +5.7% |
| 3M | -8.2% | -12.6% | +4.4% | -7.2% |
| 6M | +127.0% | +79.9% | +47.1% | +97.4% |
| YTD | +209.1% | +56.6% | +152.6% | +174.0% |
| 1Y | +365.4% | +61.6% | +303.8% | +307.8% |
| 3Y | +1,135.4% | +117.9% | +1,017.5% | +891.5% |
| 5Y | +991.5% | +54.2% | +937.3% | +777.1% |
| All | +1,941.7% | +427.7% | +1,514.0% | +1,070.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling