+375.1%
DDOG vs EMR
+199.6%
+175.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | -19.1% | +0.7% | -19.8% | -19.4% |
| 30D | -39.2% | +3.5% | -42.7% | -39.9% |
| 3M | -31.6% | +5.9% | -37.5% | -33.0% |
| 6M | -10.9% | +19.4% | -30.3% | -16.5% |
| YTD | +31.2% | +27.7% | +3.5% | +17.7% |
| 1Y | -10.7% | +30.9% | -41.6% | -20.7% |
| 3Y | +72.1% | +104.2% | -32.1% | +29.7% |
| 5Y | -5.5% | +89.6% | -95.1% | -28.0% |
| All | +375.1% | +199.6% | +175.5% | +195.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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