+79.2%
DDOG vs ENB
+67.2%
+12.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.5% |
| 7D | -16.9% | -3.7% | -13.2% | -17.3% |
| 30D | -38.8% | +1.7% | -40.5% | -38.6% |
| 3M | -23.2% | -6.3% | -16.9% | -23.6% |
| 6M | -10.3% | -9.2% | -1.1% | -11.1% |
| YTD | +32.1% | +3.1% | +29.0% | +30.4% |
| 1Y | -6.1% | +3.4% | -9.4% | -7.3% |
| 3Y | +79.2% | +68.9% | +10.3% | +66.2% |
| All | +79.2% | +67.2% | +12.0% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 3y: compounded portfolio wealth divided by compounded ENB 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…
3y analysis · Full analysis span regression · 6 months rolling