+489.1%
DDOG vs EQH
+188.9%
+300.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.7% |
| 7D | +3.9% | +0.7% | +3.2% | +3.6% |
| 30D | -8.2% | +2.8% | -11.0% | -9.0% |
| 3M | -5.6% | +23.1% | -28.6% | -12.2% |
| 6M | +73.5% | +41.4% | +32.1% | +53.5% |
| YTD | +62.7% | +14.3% | +48.4% | +54.4% |
| 1Y | +59.0% | +1.6% | +57.4% | +56.0% |
| 3Y | +117.1% | +102.7% | +14.4% | +71.1% |
| 5Y | +61.3% | +104.5% | -43.3% | +27.7% |
| All | +489.1% | +188.9% | +300.2% | +342.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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