+19.8%
DDOG vs ELF
-3.2%
+23.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +1.9% | -16.3% | -14.0% |
| 7D | -32.2% | -1.5% | -30.7% | -32.4% |
| 30D | -31.7% | +9.5% | -41.2% | -30.4% |
| 3M | -34.5% | +29.4% | -63.9% | -30.4% |
| 6M | +28.7% | +83.7% | -55.1% | +47.0% |
| YTD | +38.8% | +49.4% | -10.7% | +55.2% |
| 1Y | +19.8% | -3.9% | +23.8% | +14.2% |
| All | +19.8% | -3.2% | +23.1% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling