+390.4%
DDOG vs ED
+69.4%
+321.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.1% |
| 7D | +2.9% | +2.1% | +0.8% | +3.0% |
| 30D | -31.6% | +10.4% | -42.0% | -31.4% |
| 3M | -27.0% | +12.5% | -39.5% | -26.7% |
| 6M | -10.3% | +14.9% | -25.2% | -10.0% |
| YTD | +35.4% | +24.8% | +10.6% | +35.1% |
| 1Y | -1.0% | +23.8% | -24.8% | -1.2% |
| 3Y | +76.7% | +51.6% | +25.0% | +68.9% |
| 5Y | -4.6% | +86.4% | -91.0% | -13.8% |
| All | +390.4% | +69.4% | +321.1% | +338.7% |
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