+489.1%
DDOG vs EME
+827.6%
-338.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.6% | -1.4% |
| 7D | +3.9% | +3.5% | +0.4% | +2.8% |
| 30D | -8.2% | -6.3% | -1.8% | -6.7% |
| 3M | -5.6% | -3.8% | -1.8% | -5.6% |
| 6M | +73.5% | +8.5% | +65.0% | +65.3% |
| YTD | +62.7% | +27.8% | +34.9% | +46.0% |
| 1Y | +59.0% | +22.2% | +36.8% | +42.7% |
| 3Y | +117.1% | +253.5% | -136.3% | +34.2% |
| 5Y | +61.3% | +578.6% | -517.3% | -19.0% |
| All | +489.1% | +827.6% | -338.5% | +196.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling