+19.8%
DDOG vs ELV
+42.6%
-22.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +4.9% | -19.4% | -14.2% |
| 7D | -32.2% | +4.8% | -37.0% | -32.0% |
| 30D | -31.7% | +10.1% | -41.8% | -31.7% |
| 3M | -34.5% | +15.4% | -49.9% | -34.6% |
| 6M | +28.7% | +17.7% | +10.9% | +29.2% |
| YTD | +38.8% | +25.7% | +13.1% | +39.4% |
| 1Y | +19.8% | +39.9% | -20.0% | +29.1% |
| All | +19.8% | +42.6% | -22.8% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 1y: compounded portfolio wealth divided by compounded ELV 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…
1y analysis · Full analysis span regression · 6 months rolling