+390.4%
DDOG vs EOG
+161.2%
+229.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.4% |
| 7D | +2.9% | +7.6% | -4.7% | +1.6% |
| 30D | -31.6% | +3.4% | -35.0% | -31.9% |
| 3M | -27.0% | +12.7% | -39.7% | -28.5% |
| 6M | -10.3% | +19.0% | -29.3% | -13.1% |
| YTD | +35.4% | +55.6% | -20.1% | +24.3% |
| 1Y | -1.0% | +49.5% | -50.5% | -8.5% |
| 3Y | +76.7% | +43.2% | +33.5% | +63.3% |
| 5Y | -4.6% | +111.8% | -116.4% | -18.7% |
| All | +390.4% | +161.2% | +229.3% | +425.5% |
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