+467.1%
DDOG vs ELF
+564.7%
-97.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.2% |
| 7D | -10.1% | +5.4% | -15.5% | -11.0% |
| 30D | -24.8% | +27.0% | -51.8% | -28.4% |
| 3M | -12.6% | +113.2% | -125.8% | -24.7% |
| 6M | +79.9% | +36.6% | +43.4% | +67.0% |
| YTD | +56.6% | +44.2% | +12.4% | +42.7% |
| 1Y | +61.6% | -18.0% | +79.6% | +59.9% |
| 3Y | +117.9% | -19.9% | +137.8% | +93.1% |
| 5Y | +54.2% | +257.7% | -203.5% | -26.2% |
| All | +467.1% | +564.7% | -97.6% | +121.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling