+19.8%
DDOG vs EFV
+25.8%
-6.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +3.1% | -17.6% | -13.5% |
| 7D | -32.2% | +2.9% | -35.1% | -31.5% |
| 30D | -31.7% | +3.6% | -35.3% | -30.9% |
| 3M | -34.5% | -0.1% | -34.4% | -34.1% |
| 6M | +28.7% | +9.6% | +19.0% | +28.6% |
| YTD | +38.8% | +17.0% | +21.8% | +28.0% |
| 1Y | +19.8% | +25.7% | -5.8% | -1.1% |
| All | +19.8% | +25.8% | -6.0% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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