+467.1%
DDOG vs EL
-40.7%
+507.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.8% | -1.9% |
| 7D | -10.1% | +0.8% | -10.9% | -10.4% |
| 30D | -24.8% | +19.8% | -44.6% | -30.2% |
| 3M | -12.6% | +25.7% | -38.3% | -20.7% |
| 6M | +79.9% | +5.4% | +74.5% | +71.5% |
| YTD | +56.6% | +0.2% | +56.4% | +50.2% |
| 1Y | +61.6% | +20.4% | +41.1% | +41.2% |
| 3Y | +117.9% | -32.1% | +150.0% | +131.1% |
| 5Y | +54.2% | -67.2% | +121.4% | +155.7% |
| All | +467.1% | -40.7% | +507.7% | +584.9% |
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