+499.9%
DDOG vs ED
+50.5%
+449.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.7% | +7.9% | +7.2% |
| 7D | +7.7% | -0.2% | +7.8% | +7.7% |
| 30D | -13.6% | +1.9% | -15.6% | -13.6% |
| 3M | -0.9% | +1.9% | -2.8% | -0.9% |
| 6M | +75.2% | -2.3% | +77.5% | +75.4% |
| YTD | +65.7% | +10.9% | +54.8% | +64.7% |
| 1Y | +60.4% | +14.5% | +45.9% | +59.0% |
| 3Y | +130.7% | +33.4% | +97.3% | +120.0% |
| 5Y | +59.9% | +67.3% | -7.4% | +43.5% |
| All | +499.9% | +50.5% | +449.4% | +434.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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