+378.3%
DDOG vs ECL
+69.4%
+309.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.6% |
| 7D | -16.9% | -0.5% | -16.3% | -16.9% |
| 30D | -38.8% | +8.8% | -47.6% | -41.5% |
| 3M | -23.2% | +7.8% | -31.1% | -26.5% |
| 6M | -10.3% | +21.3% | -31.6% | -19.5% |
| YTD | +32.1% | +17.8% | +14.3% | +18.9% |
| 1Y | -6.1% | +21.1% | -27.1% | -16.8% |
| 3Y | +79.2% | +80.1% | -0.9% | +24.1% |
| 5Y | -8.6% | +40.5% | -49.1% | -31.8% |
| All | +378.3% | +69.4% | +309.0% | +268.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling