+467.1%
DDOG vs EMR
+173.3%
+293.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.5% |
| 7D | -10.1% | -1.5% | -8.6% | -9.7% |
| 30D | -24.8% | -5.6% | -19.2% | -23.2% |
| 3M | -12.6% | +7.9% | -20.5% | -15.1% |
| 6M | +79.9% | +6.0% | +73.9% | +73.6% |
| YTD | +56.6% | +16.4% | +40.1% | +45.0% |
| 1Y | +61.6% | +16.6% | +45.0% | +49.3% |
| 3Y | +117.9% | +62.9% | +55.0% | +76.7% |
| 5Y | +54.2% | +60.1% | -5.9% | +23.2% |
| All | +467.1% | +173.3% | +293.8% | +264.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling