+391.0%
DDOG vs EAT
+367.0%
+24.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.9% | +0.5% | +2.8% |
| 7D | -2.3% | -8.9% | +6.6% | -0.7% |
| 30D | -35.8% | +3.4% | -39.2% | -36.5% |
| 3M | -25.3% | -9.3% | -16.0% | -24.8% |
| 6M | -8.9% | +43.8% | -52.6% | -16.3% |
| YTD | +35.6% | +39.9% | -4.3% | +23.6% |
| 1Y | -6.8% | +89.7% | -96.5% | -20.5% |
| 3Y | +77.9% | +491.3% | -413.4% | +16.0% |
| 5Y | -3.1% | +365.4% | -368.5% | -36.2% |
| All | +391.0% | +367.0% | +24.0% | +325.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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