-6.4%
DDOG vs ED
+80.7%
-87.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +4.9% | +1.6% |
| 7D | -23.9% | +1.6% | -25.5% | -23.2% |
| 30D | -34.0% | +13.3% | -47.3% | -30.8% |
| 3M | -21.9% | +9.7% | -31.6% | -18.8% |
| 6M | +24.6% | +12.8% | +11.8% | +31.0% |
| YTD | +31.7% | +22.3% | +9.3% | +41.1% |
| 1Y | -6.2% | +26.3% | -32.5% | +1.3% |
| 3Y | +125.1% | +45.0% | +80.0% | +142.8% |
| All | -6.4% | +80.7% | -87.1% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling