+499.9%
DDOG vs ELV
+72.7%
+427.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.3% | +8.4% | +7.4% |
| 7D | +7.7% | -2.2% | +9.9% | +8.1% |
| 30D | -13.6% | -0.2% | -13.4% | -13.6% |
| 3M | -0.9% | -6.1% | +5.2% | 0.0% |
| 6M | +75.2% | +42.8% | +32.4% | +63.6% |
| YTD | +65.7% | +14.4% | +51.3% | +60.2% |
| 1Y | +60.4% | +28.6% | +31.8% | +51.3% |
| 3Y | +130.7% | -7.4% | +138.1% | +127.5% |
| 5Y | +59.9% | +14.5% | +45.4% | +46.7% |
| All | +499.9% | +72.7% | +427.3% | +334.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling