+390.4%
DDOG vs DE
+350.3%
+40.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | +2.9% | +0.3% | +2.6% | +2.8% |
| 30D | -31.6% | +3.6% | -35.2% | -32.3% |
| 3M | -27.0% | +10.2% | -37.2% | -29.1% |
| 6M | -10.3% | +16.6% | -26.9% | -14.9% |
| YTD | +35.4% | +45.8% | -10.4% | +18.1% |
| 1Y | -1.0% | +43.9% | -44.9% | -13.5% |
| 3Y | +76.7% | +89.6% | -13.0% | +39.5% |
| 5Y | -4.6% | +100.3% | -104.9% | -26.8% |
| All | +390.4% | +350.3% | +40.1% | +134.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling