+490.5%
DDOG vs EFX
+25.5%
+465.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.6% |
| 7D | +3.2% | -11.1% | +14.4% | +9.4% |
| 30D | -10.2% | -7.4% | -2.8% | -7.1% |
| 3M | -2.6% | +1.5% | -4.1% | -5.2% |
| 6M | +80.1% | -13.7% | +93.8% | +90.4% |
| YTD | +63.0% | -21.9% | +84.9% | +80.3% |
| 1Y | +59.4% | -30.8% | +90.1% | +86.5% |
| 3Y | +127.0% | -12.4% | +139.4% | +116.7% |
| 5Y | +61.7% | -35.9% | +97.6% | +79.0% |
| All | +490.5% | +25.5% | +465.0% | +397.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling