+375.1%
DDOG vs EIX
+16.4%
+358.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -19.1% | +1.0% | -20.1% | -19.3% |
| 30D | -39.2% | +8.9% | -48.0% | -40.3% |
| 3M | -31.6% | -9.8% | -21.8% | -31.0% |
| 6M | -10.9% | -10.2% | -0.7% | -10.5% |
| YTD | +31.2% | +5.9% | +25.2% | +25.0% |
| 1Y | -10.7% | +10.9% | -21.6% | -16.2% |
| 3Y | +72.1% | +10.2% | +61.9% | +55.8% |
| 5Y | -5.5% | +17.0% | -22.5% | -17.1% |
| All | +375.1% | +16.4% | +358.7% | +270.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling