+391.2%
DDOG vs EFX
+39.5%
+351.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | +5.6% | -3.6% | +9.3% | +7.4% |
| 30D | -34.9% | +25.3% | -60.2% | -43.0% |
| 3M | -23.4% | +3.8% | -27.2% | -26.9% |
| 6M | -7.7% | +12.7% | -20.5% | -16.7% |
| YTD | +35.6% | -13.1% | +48.8% | +39.2% |
| 1Y | -3.4% | -9.3% | +6.0% | -3.3% |
| 3Y | +78.0% | +3.5% | +74.4% | +51.9% |
| 5Y | -4.4% | -30.6% | +26.2% | -0.9% |
| All | +391.2% | +39.5% | +351.8% | +284.2% |
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