+61.7%
DDOG vs EOSE
-70.2%
+131.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | -1.2% |
| 7D | +3.2% | +14.0% | -10.8% | +1.9% |
| 30D | -10.2% | -5.9% | -4.3% | -10.1% |
| 3M | -2.6% | -34.3% | +31.7% | -0.3% |
| 6M | +80.1% | -37.8% | +117.9% | +82.9% |
| YTD | +63.0% | -65.2% | +128.2% | +70.9% |
| 1Y | +59.4% | -41.9% | +101.3% | +57.5% |
| 3Y | +127.0% | +44.6% | +82.5% | +86.8% |
| 5Y | +61.7% | -69.2% | +130.9% | +63.0% |
| All | +61.7% | -70.2% | +131.9% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling