+467.1%
DDOG vs EFX
+32.2%
+434.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.4% | +5.5% | +2.4% |
| 7D | -10.1% | -8.6% | -1.5% | -6.0% |
| 30D | -24.8% | +0.1% | -24.9% | -25.2% |
| 3M | -12.6% | +3.8% | -16.4% | -15.8% |
| 6M | +79.9% | -13.5% | +93.5% | +90.5% |
| YTD | +56.6% | -17.7% | +74.2% | +68.8% |
| 1Y | +61.6% | -25.6% | +87.2% | +82.1% |
| 3Y | +117.9% | -12.1% | +130.0% | +109.0% |
| 5Y | +54.2% | -33.8% | +88.0% | +67.6% |
| All | +467.1% | +32.2% | +434.9% | +366.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling