+54.1%
DDOG vs ED
+14.2%
+39.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -0.5% |
| 7D | -6.1% | +0.5% | -6.6% | -5.7% |
| 30D | -10.1% | +1.1% | -11.2% | -9.0% |
| 3M | -9.3% | +4.6% | -13.9% | -5.0% |
| 6M | +67.2% | -2.0% | +69.1% | +68.9% |
| YTD | +54.6% | +11.7% | +42.9% | +66.3% |
| 1Y | +54.1% | +15.7% | +38.3% | +69.4% |
| All | +54.1% | +14.2% | +39.8% | +69.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling