+467.1%
DDOG vs ELV
+77.3%
+389.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.5% |
| 7D | -10.1% | +3.3% | -13.5% | -10.7% |
| 30D | -24.8% | +4.2% | -29.0% | -25.4% |
| 3M | -12.6% | -0.1% | -12.5% | -12.8% |
| 6M | +79.9% | +41.3% | +38.7% | +68.4% |
| YTD | +56.6% | +17.4% | +39.1% | +50.8% |
| 1Y | +61.6% | +35.1% | +26.5% | +51.0% |
| 3Y | +117.9% | -3.2% | +121.1% | +112.9% |
| 5Y | +54.2% | +15.6% | +38.6% | +41.5% |
| All | +467.1% | +77.3% | +389.8% | +309.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling