+50.6%
DDOG vs EIX
+28.1%
+22.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.5% | -5.8% | -1.9% |
| 7D | -6.1% | +0.9% | -7.0% | -6.2% |
| 30D | -10.1% | -13.5% | +3.4% | -8.8% |
| 3M | -9.3% | -15.3% | +6.0% | -7.9% |
| 6M | +67.2% | -15.3% | +82.5% | +69.1% |
| YTD | +54.6% | +2.7% | +51.9% | +48.3% |
| 1Y | +54.1% | +17.4% | +36.6% | +41.9% |
| 3Y | +115.3% | -1.3% | +116.6% | +98.4% |
| 5Y | +50.6% | +27.2% | +23.4% | +31.6% |
| All | +50.6% | +28.1% | +22.5% | +31.6% |
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