+117.1%
DDOG vs ELAN
+99.1%
+18.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | +3.9% | -5.4% | +9.3% | +4.9% |
| 30D | -8.2% | +4.7% | -12.9% | -9.2% |
| 3M | -5.6% | -3.7% | -1.9% | -5.0% |
| 6M | +73.5% | -1.2% | +74.7% | +70.7% |
| YTD | +62.7% | +2.4% | +60.3% | +58.4% |
| 1Y | +59.0% | +23.4% | +35.6% | +47.6% |
| 3Y | +117.1% | +96.7% | +20.4% | +17.9% |
| All | +117.1% | +99.1% | +18.1% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 3y: compounded portfolio wealth divided by compounded ELAN 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…
3y analysis · Full analysis span regression · 6 months rolling