+390.4%
DDOG vs EMB
+12.6%
+377.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | +0.2% |
| 7D | +2.9% | -0.9% | +3.8% | +4.3% |
| 30D | -31.6% | +0.4% | -32.0% | -32.3% |
| 3M | -27.0% | -3.1% | -23.9% | -23.5% |
| 6M | -10.3% | -2.1% | -8.2% | -7.7% |
| YTD | +35.4% | -1.1% | +36.5% | +36.8% |
| 1Y | -1.0% | -0.1% | -0.9% | -1.7% |
| 3Y | +76.7% | +29.6% | +47.1% | +15.2% |
| 5Y | -4.6% | +7.2% | -11.8% | -16.4% |
| All | +390.4% | +12.6% | +377.8% | +339.0% |
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