+467.1%
DDOG vs EFV
+130.9%
+336.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | -10.1% | +1.5% | -11.6% | -11.1% |
| 30D | -24.8% | +1.7% | -26.5% | -25.9% |
| 3M | -12.6% | +8.6% | -21.2% | -18.1% |
| 6M | +79.9% | +11.7% | +68.3% | +63.3% |
| YTD | +56.6% | +19.3% | +37.3% | +34.4% |
| 1Y | +61.6% | +30.2% | +31.4% | +29.1% |
| 3Y | +117.9% | +91.6% | +26.3% | +25.6% |
| 5Y | +54.2% | +96.4% | -42.2% | -12.9% |
| All | +467.1% | +130.9% | +336.2% | +170.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling