+60.4%
DDOG vs EIX
+13.6%
+46.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -3.2% | +10.3% | +6.6% |
| 7D | +7.7% | +4.1% | +3.6% | +8.3% |
| 30D | -13.6% | -15.3% | +1.7% | -14.5% |
| 3M | -0.9% | -18.4% | +17.5% | -2.9% |
| 6M | +75.2% | -16.8% | +92.1% | +72.6% |
| YTD | +65.7% | -0.6% | +66.2% | +68.9% |
| 1Y | +60.4% | +10.7% | +49.7% | +62.5% |
| All | +60.4% | +13.6% | +46.8% | +62.5% |
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 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