-1.0%
DDOG vs EMB
-0.6%
-0.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | +2.9% | -0.9% | +3.8% | +3.0% |
| 30D | -31.6% | +0.4% | -32.0% | -31.8% |
| 3M | -27.0% | -3.1% | -23.9% | -25.7% |
| 6M | -10.3% | -2.1% | -8.2% | -9.0% |
| YTD | +35.4% | -1.1% | +36.5% | +28.3% |
| 1Y | -1.0% | -0.1% | -0.9% | -8.6% |
| All | -1.0% | -0.6% | -0.4% | -8.6% |
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