+390.4%
DDOG vs EME
+683.9%
-293.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | 0.0% |
| 7D | +2.9% | +8.4% | -5.5% | +0.4% |
| 30D | -31.6% | -11.5% | -20.1% | -29.1% |
| 3M | -27.0% | -20.6% | -6.4% | -22.2% |
| 6M | -10.3% | -28.5% | +18.2% | -2.5% |
| YTD | +35.4% | +8.0% | +27.4% | +27.6% |
| 1Y | -1.0% | +6.8% | -7.7% | -6.4% |
| 3Y | +76.7% | +213.9% | -137.2% | +13.0% |
| 5Y | -4.6% | +414.8% | -419.4% | -48.9% |
| All | +390.4% | +683.9% | -293.5% | +158.7% |
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