-4.4%
DDOG vs EEM
+32.6%
-37.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +1.6% |
| 7D | +5.6% | +5.3% | +0.3% | 0.0% |
| 30D | -34.9% | -7.0% | -27.9% | -29.5% |
| 3M | -23.4% | -8.0% | -15.4% | -16.6% |
| 6M | -7.7% | -6.6% | -1.1% | -3.5% |
| YTD | +35.6% | +12.3% | +23.3% | +9.3% |
| 1Y | -3.4% | +12.2% | -15.5% | -21.8% |
| 3Y | +78.0% | +71.2% | +6.7% | -24.9% |
| 5Y | -4.4% | +32.2% | -36.7% | -37.1% |
| All | -4.4% | +32.6% | -37.1% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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