+121.1%
DDOG vs EFX
-12.7%
+133.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.1% | +9.2% | +7.9% |
| 7D | +7.7% | -9.4% | +17.0% | +11.3% |
| 30D | -13.6% | -6.9% | -6.7% | -11.8% |
| 3M | -0.9% | +0.1% | -1.0% | -2.3% |
| 6M | +75.2% | -17.3% | +92.6% | +84.9% |
| YTD | +65.7% | -21.8% | +87.5% | +77.5% |
| 1Y | +60.4% | -32.5% | +92.9% | +80.6% |
| All | +121.1% | -12.7% | +133.8% | +108.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling