+61.7%
DDOG vs EME
+540.8%
-479.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | +3.2% | +0.9% | +2.3% | +2.8% |
| 30D | -10.2% | -8.4% | -1.8% | -7.6% |
| 3M | -2.6% | -3.6% | +1.0% | -2.8% |
| 6M | +80.1% | +3.6% | +76.6% | +70.9% |
| YTD | +63.0% | +22.5% | +40.5% | +41.7% |
| 1Y | +59.4% | +18.2% | +41.2% | +37.0% |
| 3Y | +127.0% | +238.4% | -111.3% | -2.8% |
| 5Y | +61.7% | +550.5% | -488.9% | -60.4% |
| All | +61.7% | +540.8% | -479.2% | -60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling