+50.6%
DDOG vs EMB
+7.3%
+43.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.0% |
| 7D | -6.1% | +0.3% | -6.4% | -6.6% |
| 30D | -10.1% | -0.5% | -9.6% | -9.4% |
| 3M | -9.3% | +0.3% | -9.6% | -9.9% |
| 6M | +67.2% | +1.2% | +66.0% | +62.8% |
| YTD | +54.6% | +1.5% | +53.1% | +49.6% |
| 1Y | +54.1% | +4.8% | +49.3% | +40.1% |
| 3Y | +115.3% | +30.4% | +84.9% | +26.3% |
| 5Y | +50.6% | +7.3% | +43.4% | +58.9% |
| All | +50.6% | +7.3% | +43.3% | +58.9% |
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