-6.4%
DDOG vs ECL
+37.7%
-44.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.5% |
| 7D | -23.9% | -0.8% | -23.1% | -23.9% |
| 30D | -34.0% | +8.1% | -42.1% | -37.6% |
| 3M | -21.9% | +6.4% | -28.3% | -25.7% |
| 6M | +24.6% | +14.8% | +9.8% | +11.2% |
| YTD | +31.7% | +15.5% | +16.2% | +15.3% |
| 1Y | -6.2% | +20.1% | -26.3% | -20.6% |
| 3Y | +125.1% | +77.8% | +47.3% | +25.0% |
| All | -6.4% | +37.7% | -44.1% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling