+19.8%
DDOG vs EMB
+0.7%
+19.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +1.0% | -15.4% | -14.8% |
| 7D | -32.2% | +0.7% | -32.9% | -32.3% |
| 30D | -31.7% | +2.3% | -34.1% | -32.7% |
| 3M | -34.5% | -2.5% | -32.0% | -32.7% |
| 6M | +28.7% | -1.1% | +29.7% | +29.6% |
| YTD | +38.8% | -0.6% | +39.4% | +33.0% |
| 1Y | +19.8% | +0.6% | +19.2% | +2.0% |
| All | +19.8% | +0.7% | +19.1% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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