+61.6%
DDOG vs EFA
+23.1%
+38.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -10.1% | +0.6% | -10.7% | -10.3% |
| 30D | -24.8% | +0.9% | -25.7% | -25.0% |
| 3M | -12.6% | +4.9% | -17.5% | -13.6% |
| 6M | +79.9% | +8.6% | +71.4% | +73.5% |
| YTD | +56.6% | +14.6% | +42.0% | +41.5% |
| 1Y | +61.6% | +22.6% | +39.0% | +32.9% |
| All | +61.6% | +23.1% | +38.4% | +32.9% |
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