+59.9%
DDOG vs EEM
+47.0%
+12.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.5% | +7.7% | +7.7% |
| 7D | +7.7% | +2.0% | +5.7% | +5.4% |
| 30D | -13.6% | +5.1% | -18.7% | -18.2% |
| 3M | -0.9% | +4.6% | -5.5% | -7.4% |
| 6M | +75.2% | +17.8% | +57.5% | +38.9% |
| YTD | +65.7% | +25.8% | +39.8% | +19.3% |
| 1Y | +60.4% | +36.4% | +24.0% | +3.5% |
| 3Y | +130.7% | +90.0% | +40.7% | -9.9% |
| 5Y | +59.9% | +46.6% | +13.3% | -10.6% |
| All | +59.9% | +47.0% | +12.9% | -10.6% |
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