+19.8%
DDOG vs EME
-3.1%
+22.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -9.6% | -4.8% | -13.6% |
| 7D | -32.2% | -5.8% | -26.4% | -31.6% |
| 30D | -31.7% | -17.9% | -13.8% | -31.2% |
| 3M | -34.5% | -22.0% | -12.5% | -34.3% |
| 6M | +28.7% | -29.7% | +58.4% | +26.0% |
| YTD | +38.8% | +4.7% | +34.1% | +32.9% |
| 1Y | +19.8% | -2.1% | +21.9% | +13.3% |
| All | +19.8% | -3.1% | +22.9% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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