+499.9%
DDOG vs EIX
+9.3%
+490.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -3.2% | +10.3% | +7.8% |
| 7D | +7.7% | +4.1% | +3.6% | +6.7% |
| 30D | -13.6% | -15.3% | +1.7% | -11.6% |
| 3M | -0.9% | -18.4% | +17.5% | +2.0% |
| 6M | +75.2% | -16.8% | +92.1% | +78.6% |
| YTD | +65.7% | -0.6% | +66.2% | +60.1% |
| 1Y | +60.4% | +10.7% | +49.7% | +49.8% |
| 3Y | +130.7% | -4.5% | +135.1% | +117.6% |
| 5Y | +59.9% | +24.0% | +35.8% | +37.3% |
| All | +499.9% | +9.3% | +490.6% | +374.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling