+467.1%
DDOG vs ECL
+53.8%
+413.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -10.1% | -2.6% | -7.5% | -9.0% |
| 30D | -24.8% | -2.2% | -22.6% | -24.1% |
| 3M | -12.6% | +10.1% | -22.7% | -17.0% |
| 6M | +79.9% | -5.7% | +85.7% | +82.7% |
| YTD | +56.6% | +7.0% | +49.6% | +48.5% |
| 1Y | +61.6% | +2.7% | +58.9% | +55.7% |
| 3Y | +117.9% | +57.7% | +60.2% | +62.2% |
| 5Y | +54.2% | +31.1% | +23.1% | +20.3% |
| All | +467.1% | +53.8% | +413.3% | +359.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling