+19.8%
DDOG vs EFA
+16.9%
+2.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +2.6% | -17.0% | -14.6% |
| 7D | -32.2% | +2.0% | -34.2% | -32.2% |
| 30D | -31.7% | +1.6% | -33.4% | -31.7% |
| 3M | -34.5% | -1.5% | -33.0% | -34.3% |
| 6M | +28.7% | +6.6% | +22.0% | +25.8% |
| YTD | +38.8% | +11.8% | +26.9% | +28.1% |
| 1Y | +19.8% | +16.9% | +2.9% | +5.7% |
| All | +19.8% | +16.9% | +2.9% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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