+76.7%
DDOG vs EME
+216.1%
-139.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | 0.0% |
| 7D | +2.9% | +8.4% | -5.5% | +0.7% |
| 30D | -31.6% | -11.5% | -20.1% | -29.4% |
| 3M | -27.0% | -20.6% | -6.4% | -23.0% |
| 6M | -10.3% | -28.5% | +18.2% | -3.5% |
| YTD | +35.4% | +8.0% | +27.4% | +26.1% |
| 1Y | -1.0% | +6.8% | -7.7% | -7.5% |
| 3Y | +76.7% | +213.9% | -137.2% | +9.8% |
| All | +76.7% | +216.1% | -139.4% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling