+391.0%
DDOG vs EL
-35.8%
+426.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.3% | +3.7% |
| 7D | -2.3% | +0.3% | -2.6% | -2.3% |
| 30D | -35.8% | +12.3% | -48.1% | -38.7% |
| 3M | -25.3% | +28.4% | -53.7% | -32.9% |
| 6M | -8.9% | +36.7% | -45.6% | -21.0% |
| YTD | +35.6% | +8.4% | +27.2% | +25.6% |
| 1Y | -6.8% | +25.4% | -32.2% | -19.3% |
| 3Y | +77.9% | +3.4% | +74.5% | +49.0% |
| 5Y | -3.1% | -64.8% | +61.6% | +55.7% |
| All | +391.0% | -35.8% | +426.8% | +472.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling