+50.6%
DDOG vs EAT
+326.5%
-275.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -0.3% |
| 7D | -6.1% | -4.9% | -1.2% | -4.7% |
| 30D | -10.1% | -1.2% | -8.9% | -10.4% |
| 3M | -9.3% | +52.2% | -61.5% | -20.9% |
| 6M | +67.2% | +65.0% | +2.1% | +39.0% |
| YTD | +54.6% | +55.0% | -0.4% | +30.2% |
| 1Y | +54.1% | +42.1% | +12.0% | +32.4% |
| 3Y | +115.3% | +614.7% | -499.4% | -17.4% |
| 5Y | +50.6% | +322.7% | -272.1% | -41.0% |
| All | +50.6% | +326.5% | -275.8% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling