+499.9%
DDOG vs EL
-43.6%
+543.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.9% | +10.0% | +8.2% |
| 7D | +7.7% | -2.4% | +10.0% | +8.5% |
| 30D | -13.6% | +13.7% | -27.3% | -18.4% |
| 3M | -0.9% | +14.5% | -15.4% | -6.9% |
| 6M | +75.2% | +7.4% | +67.8% | +65.4% |
| YTD | +65.7% | -4.7% | +70.3% | +61.7% |
| 1Y | +60.4% | +12.9% | +47.4% | +43.4% |
| 3Y | +130.7% | -32.2% | +162.9% | +141.1% |
| 5Y | +59.9% | -68.4% | +128.3% | +168.1% |
| All | +499.9% | -43.6% | +543.5% | +637.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling