+499.9%
DDOG vs EMB
+15.3%
+484.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.2% | +7.4% | +7.5% |
| 7D | +7.7% | 0.0% | +7.6% | +7.6% |
| 30D | -13.6% | -0.3% | -13.3% | -13.3% |
| 3M | -0.9% | -0.3% | -0.6% | -0.5% |
| 6M | +75.2% | +0.7% | +74.5% | +72.6% |
| YTD | +65.7% | +1.3% | +64.4% | +61.8% |
| 1Y | +60.4% | +4.7% | +55.7% | +48.6% |
| 3Y | +130.7% | +30.1% | +100.6% | +50.4% |
| 5Y | +59.9% | +6.9% | +53.0% | +40.3% |
| All | +499.9% | +15.3% | +484.6% | +419.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling