+138.0%
DDOG vs EOSE
-57.1%
+195.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +10.8% | -12.1% | -2.2% |
| 7D | -6.1% | +41.4% | -47.5% | -9.1% |
| 30D | -10.1% | +3.6% | -13.7% | -10.9% |
| 3M | -9.3% | -35.7% | +26.5% | -6.9% |
| 6M | +67.2% | -29.9% | +97.0% | +68.0% |
| YTD | +54.6% | -62.5% | +117.1% | +60.9% |
| 1Y | +54.1% | -37.4% | +91.5% | +51.4% |
| 3Y | +115.3% | +55.8% | +59.5% | +76.7% |
| 5Y | +50.6% | -67.8% | +118.4% | +23.2% |
| All | +138.0% | -57.1% | +195.1% | +92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling