+50.6%
DDOG vs EMR
+62.8%
-12.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.1% |
| 7D | -6.1% | +3.1% | -9.1% | -7.4% |
| 30D | -10.1% | -3.5% | -6.6% | -8.7% |
| 3M | -9.3% | +9.8% | -19.0% | -13.5% |
| 6M | +67.2% | +10.8% | +56.4% | +55.1% |
| YTD | +54.6% | +15.9% | +38.7% | +38.3% |
| 1Y | +54.1% | +16.4% | +37.7% | +37.0% |
| 3Y | +115.3% | +62.1% | +53.2% | +54.0% |
| 5Y | +50.6% | +62.9% | -12.3% | +2.2% |
| All | +50.6% | +62.8% | -12.1% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling