+50.6%
DDOG vs ECL
+29.5%
+21.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.0% |
| 7D | -6.1% | -0.8% | -5.3% | -5.6% |
| 30D | -10.1% | -2.5% | -7.7% | -9.0% |
| 3M | -9.3% | +8.3% | -17.6% | -14.6% |
| 6M | +67.2% | -1.1% | +68.3% | +65.2% |
| YTD | +54.6% | +6.5% | +48.1% | +43.6% |
| 1Y | +54.1% | +2.1% | +52.0% | +46.6% |
| 3Y | +115.3% | +57.6% | +57.7% | +32.5% |
| 5Y | +50.6% | +28.1% | +22.6% | +4.8% |
| All | +50.6% | +29.5% | +21.1% | +4.8% |
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