+54.1%
DDOG vs ECL
+2.9%
+51.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.4% |
| 7D | -6.1% | -0.8% | -5.3% | -6.4% |
| 30D | -10.1% | -2.5% | -7.7% | -10.9% |
| 3M | -9.3% | +8.3% | -17.6% | -5.7% |
| 6M | +67.2% | -1.1% | +68.3% | +73.0% |
| YTD | +54.6% | +6.5% | +48.1% | +61.3% |
| 1Y | +54.1% | +2.1% | +52.0% | +65.6% |
| All | +54.1% | +2.9% | +51.2% | +65.6% |
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