+375.1%
DDOG vs ED
+67.0%
+308.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.6% |
| 7D | -19.1% | +2.1% | -21.2% | -19.0% |
| 30D | -39.2% | +12.4% | -51.6% | -39.0% |
| 3M | -31.6% | +13.1% | -44.7% | -31.4% |
| 6M | -10.9% | +14.1% | -24.9% | -10.7% |
| YTD | +31.2% | +23.1% | +8.1% | +30.8% |
| 1Y | -10.7% | +25.4% | -36.1% | -11.1% |
| 3Y | +72.1% | +47.9% | +24.3% | +64.8% |
| 5Y | -5.5% | +81.9% | -87.4% | -14.5% |
| All | +375.1% | +67.0% | +308.1% | +324.7% |
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