+121.1%
DDOG vs EOG
+22.2%
+98.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.1% | +6.0% | +7.1% |
| 7D | +7.7% | -1.3% | +9.0% | +7.7% |
| 30D | -13.6% | +3.4% | -17.0% | -13.8% |
| 3M | -0.9% | +7.8% | -8.8% | -1.4% |
| 6M | +75.2% | +13.4% | +61.9% | +73.1% |
| YTD | +65.7% | +43.5% | +22.2% | +59.0% |
| 1Y | +60.4% | +29.7% | +30.7% | +56.3% |
| All | +121.1% | +22.2% | +98.9% | +115.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling