+78.6%
DDOG vs ELF
+19.0%
+59.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.7% | -3.2% | +2.3% |
| 7D | -23.9% | +4.0% | -27.9% | -24.0% |
| 30D | -34.0% | +10.6% | -44.6% | -34.3% |
| 3M | -21.9% | +25.8% | -47.7% | -22.9% |
| 6M | +24.6% | +89.1% | -64.5% | +19.8% |
| YTD | +31.7% | +52.7% | -21.1% | +28.0% |
| 1Y | -6.2% | +51.7% | -57.9% | -8.8% |
| All | +78.6% | +19.0% | +59.7% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling