+121.1%
DDOG vs DE
+75.0%
+46.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.5% | +7.7% | +7.2% |
| 7D | +7.7% | -3.0% | +10.7% | +7.8% |
| 30D | -13.6% | +11.1% | -24.8% | -14.3% |
| 3M | -0.9% | +17.6% | -18.5% | -2.6% |
| 6M | +75.2% | +13.6% | +61.6% | +72.7% |
| YTD | +65.7% | +46.3% | +19.4% | +51.7% |
| 1Y | +60.4% | +44.2% | +16.2% | +47.1% |
| All | +121.1% | +75.0% | +46.1% | +95.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling