+390.4%
DDOG vs ELF
+615.0%
-224.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.1% | -0.8% |
| 7D | +2.9% | +1.6% | +1.3% | +2.5% |
| 30D | -31.6% | +9.1% | -40.7% | -32.7% |
| 3M | -27.0% | +28.2% | -55.2% | -30.4% |
| 6M | -10.3% | +119.5% | -129.8% | -23.5% |
| YTD | +35.4% | +55.2% | -19.7% | +21.5% |
| 1Y | -1.0% | +58.6% | -59.6% | -11.7% |
| 3Y | +76.7% | +21.3% | +55.4% | +38.9% |
| 5Y | -4.6% | +276.2% | -280.8% | -54.7% |
| All | +390.4% | +615.0% | -224.6% | +88.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling