+391.2%
DDOG vs ECL
+68.1%
+323.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.5% |
| 7D | +5.6% | -0.5% | +6.1% | +5.8% |
| 30D | -34.9% | +6.6% | -41.5% | -37.2% |
| 3M | -23.4% | +9.6% | -33.1% | -27.3% |
| 6M | -7.7% | +21.6% | -29.3% | -17.3% |
| YTD | +35.6% | +16.9% | +18.7% | +22.5% |
| 1Y | -3.4% | +17.9% | -21.2% | -13.3% |
| 3Y | +78.0% | +76.5% | +1.5% | +24.5% |
| 5Y | -4.4% | +36.6% | -41.1% | -28.0% |
| All | +391.2% | +68.1% | +323.2% | +279.2% |
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