+391.0%
DDOG vs EMR
+198.8%
+192.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.6% | +3.5% |
| 7D | -2.3% | -2.0% | -0.3% | -1.6% |
| 30D | -35.8% | +2.8% | -38.7% | -36.4% |
| 3M | -25.3% | +2.0% | -27.3% | -25.8% |
| 6M | -8.9% | +20.7% | -29.6% | -14.9% |
| YTD | +35.6% | +27.3% | +8.3% | +21.7% |
| 1Y | -6.8% | +31.0% | -37.8% | -17.3% |
| 3Y | +77.9% | +103.6% | -25.7% | +34.1% |
| 5Y | -3.1% | +88.6% | -91.7% | -26.1% |
| All | +391.0% | +198.8% | +192.3% | +206.1% |
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