-3.4%
DDOG vs EIX
+9.5%
-12.9%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | +0.1% |
| 7D | +5.6% | -1.5% | +7.1% | +5.3% |
| 30D | -34.9% | +8.1% | -43.0% | -33.8% |
| 3M | -23.4% | -12.1% | -11.3% | -23.9% |
| 6M | -7.7% | -13.4% | +5.7% | -8.2% |
| YTD | +35.6% | +5.6% | +30.1% | +44.4% |
| 1Y | -3.4% | +7.8% | -11.2% | +4.4% |
| All | -3.4% | +9.5% | -12.9% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling