+150.4%
DDOG vs EOSE
-60.6%
+211.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | +3.9% | +1.8% | +2.1% | +3.6% |
| 30D | -8.2% | -6.8% | -1.3% | -8.1% |
| 3M | -5.6% | -36.3% | +30.7% | -3.1% |
| 6M | +73.5% | -38.8% | +112.3% | +76.4% |
| YTD | +62.7% | -65.5% | +128.2% | +70.5% |
| 1Y | +59.0% | -45.3% | +104.3% | +58.0% |
| 3Y | +117.1% | +44.2% | +73.0% | +79.3% |
| 5Y | +61.3% | -69.5% | +130.8% | +32.5% |
| All | +150.4% | -60.6% | +211.1% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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