+121.1%
DDOG vs EFA
+64.9%
+56.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.1% | +8.3% | +7.9% |
| 7D | +7.7% | -0.5% | +8.1% | +7.9% |
| 30D | -13.6% | -1.3% | -12.3% | -12.9% |
| 3M | -0.9% | +5.2% | -6.1% | -4.6% |
| 6M | +75.2% | +9.4% | +65.9% | +61.4% |
| YTD | +65.7% | +12.7% | +52.9% | +48.0% |
| 1Y | +60.4% | +19.3% | +41.1% | +36.1% |
| All | +121.1% | +64.9% | +56.2% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling