+489.1%
DDOG vs DE
+350.7%
+138.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +3.9% | -2.6% | +6.5% | +4.5% |
| 30D | -8.2% | +9.0% | -17.2% | -10.4% |
| 3M | -5.6% | +19.1% | -24.7% | -10.4% |
| 6M | +73.5% | +14.4% | +59.1% | +65.1% |
| YTD | +62.7% | +45.9% | +16.7% | +42.2% |
| 1Y | +59.0% | +43.6% | +15.4% | +39.2% |
| 3Y | +117.1% | +75.9% | +41.2% | +76.0% |
| 5Y | +61.3% | +98.8% | -37.5% | +24.2% |
| All | +489.1% | +350.7% | +138.4% | +182.7% |
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