+19.8%
DDOG vs ECL
+23.8%
-3.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +3.4% | -17.8% | -12.0% |
| 7D | -32.2% | +7.7% | -39.9% | -28.5% |
| 30D | -31.7% | +13.7% | -45.4% | -25.8% |
| 3M | -34.5% | +11.6% | -46.1% | -29.4% |
| 6M | +28.7% | +23.9% | +4.7% | +47.6% |
| YTD | +38.8% | +21.0% | +17.8% | +62.4% |
| 1Y | +19.8% | +23.1% | -3.3% | +44.0% |
| All | +19.8% | +23.8% | -3.9% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling