+467.1%
DDOG vs EIX
+8.0%
+459.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | -10.1% | -19.1% | +8.9% | -6.9% |
| 30D | -24.8% | -16.9% | -7.9% | -22.6% |
| 3M | -12.6% | -20.0% | +7.4% | -9.6% |
| 6M | +79.9% | -21.3% | +101.3% | +86.1% |
| YTD | +56.6% | -1.7% | +58.3% | +51.8% |
| 1Y | +61.6% | +9.6% | +52.0% | +51.3% |
| 3Y | +117.9% | -3.7% | +121.6% | +104.7% |
| 5Y | +54.2% | +22.6% | +31.6% | +32.9% |
| All | +467.1% | +8.0% | +459.1% | +350.1% |
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