+19.8%
DDOG vs DE
+49.6%
-29.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +1.6% | -16.0% | -13.8% |
| 7D | -32.2% | +5.6% | -37.8% | -30.6% |
| 30D | -31.7% | -0.8% | -30.9% | -31.4% |
| 3M | -34.5% | +9.8% | -44.3% | -31.8% |
| 6M | +28.7% | +17.5% | +11.1% | +37.5% |
| YTD | +38.8% | +46.5% | -7.7% | +54.2% |
| 1Y | +19.8% | +46.1% | -26.3% | +32.9% |
| All | +19.8% | +49.6% | -29.8% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling