+59.9%
DDOG vs EFX
-36.4%
+96.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.1% | +9.2% | +8.4% |
| 7D | +7.7% | -9.4% | +17.0% | +13.7% |
| 30D | -13.6% | -6.9% | -6.7% | -10.6% |
| 3M | -0.9% | +0.1% | -1.0% | -3.3% |
| 6M | +75.2% | -17.3% | +92.6% | +91.8% |
| YTD | +65.7% | -21.8% | +87.5% | +85.9% |
| 1Y | +60.4% | -32.5% | +92.9% | +96.0% |
| 3Y | +130.7% | -12.3% | +143.0% | +103.9% |
| 5Y | +59.9% | -36.6% | +96.5% | +96.4% |
| All | +59.9% | -36.4% | +96.3% | +96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling