+391.0%
DDOG vs ELF
+617.9%
-226.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | -2.3% | +4.3% | -6.6% | -3.0% |
| 30D | -35.8% | +7.7% | -43.6% | -36.7% |
| 3M | -25.3% | +24.7% | -50.0% | -28.4% |
| 6M | -8.9% | +114.6% | -123.5% | -21.9% |
| YTD | +35.6% | +55.8% | -20.2% | +21.6% |
| 1Y | -6.8% | +51.9% | -58.7% | -16.2% |
| 3Y | +77.9% | +24.6% | +53.3% | +38.8% |
| 5Y | -3.1% | +279.2% | -282.3% | -54.1% |
| All | +391.0% | +617.9% | -226.9% | +88.6% |
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 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