+121.1%
DDOG vs EFV
+88.7%
+32.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.9% | +8.1% | +7.5% |
| 7D | +7.7% | -0.5% | +8.2% | +7.9% |
| 30D | -13.6% | 0.0% | -13.6% | -13.7% |
| 3M | -0.9% | +8.4% | -9.3% | -4.9% |
| 6M | +75.2% | +12.3% | +62.9% | +62.9% |
| YTD | +65.7% | +17.4% | +48.3% | +48.8% |
| 1Y | +60.4% | +27.1% | +33.3% | +36.2% |
| All | +121.1% | +88.7% | +32.4% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling