-0.8%
DDOG vs EFX
-8.3%
+7.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +5.6% | -3.6% | +9.3% | +6.1% |
| 30D | -34.9% | +25.3% | -60.2% | -38.7% |
| 3M | -23.4% | +3.8% | -27.2% | -23.9% |
| 6M | -7.7% | +12.7% | -20.5% | -12.0% |
| YTD | +35.6% | -13.1% | +48.8% | +37.6% |
| All | -0.8% | -8.3% | +7.5% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling