-6.4%
DDOG vs EMB
+6.6%
-13.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -23.9% | -0.1% | -23.8% | -23.9% |
| 30D | -34.0% | +1.3% | -35.3% | -35.8% |
| 3M | -21.9% | -2.2% | -19.7% | -18.9% |
| 6M | +24.6% | -2.3% | +26.9% | +29.5% |
| YTD | +31.7% | -0.6% | +32.3% | +32.0% |
| 1Y | -6.2% | +0.5% | -6.7% | -7.9% |
| 3Y | +125.1% | +29.4% | +95.6% | +33.6% |
| All | -6.4% | +6.6% | -13.0% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling