+499.9%
DDOG vs ELF
+506.5%
-6.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -4.1% | +11.2% | +7.9% |
| 7D | +7.7% | -6.8% | +14.4% | +8.9% |
| 30D | -13.6% | +5.1% | -18.7% | -14.6% |
| 3M | -0.9% | +79.8% | -80.7% | -12.0% |
| 6M | +75.2% | +29.7% | +45.5% | +63.9% |
| YTD | +65.7% | +31.6% | +34.0% | +53.2% |
| 1Y | +60.4% | -27.9% | +88.3% | +62.8% |
| 3Y | +130.7% | -26.4% | +157.1% | +107.2% |
| 5Y | +59.9% | +235.6% | -175.7% | -22.8% |
| All | +499.9% | +506.5% | -6.6% | +137.6% |
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