-8.6%
DDOG vs EIX
+19.1%
-27.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | -16.9% | +0.7% | -17.6% | -17.0% |
| 30D | -38.8% | +8.8% | -47.5% | -39.5% |
| 3M | -23.2% | -10.9% | -12.3% | -22.5% |
| 6M | -10.3% | -10.3% | 0.0% | -10.0% |
| YTD | +32.1% | +5.8% | +26.2% | +25.9% |
| 1Y | -6.1% | +11.4% | -17.4% | -11.8% |
| 3Y | +79.2% | +11.1% | +68.2% | +57.2% |
| 5Y | -8.6% | +18.5% | -27.1% | -18.9% |
| All | -8.6% | +19.1% | -27.7% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling