+490.5%
DDOG vs EOG
+141.6%
+348.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | +3.2% | +1.0% | +2.2% | +3.1% |
| 30D | -10.2% | +2.8% | -13.0% | -10.6% |
| 3M | -2.6% | +5.9% | -8.5% | -3.8% |
| 6M | +80.1% | +17.1% | +63.1% | +74.3% |
| YTD | +63.0% | +43.9% | +19.1% | +51.6% |
| 1Y | +59.4% | +26.9% | +32.5% | +51.5% |
| 3Y | +127.0% | +23.6% | +103.5% | +114.6% |
| 5Y | +61.7% | +178.1% | -116.5% | +31.8% |
| All | +490.5% | +141.6% | +348.8% | +540.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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