+391.2%
DDOG vs ES
+10.6%
+380.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.1% |
| 7D | +5.6% | -1.1% | +6.7% | +5.8% |
| 30D | -34.9% | +8.2% | -43.1% | -35.9% |
| 3M | -23.4% | +0.6% | -24.0% | -23.7% |
| 6M | -7.7% | +6.0% | -13.7% | -9.1% |
| YTD | +35.6% | +9.3% | +26.3% | +32.1% |
| 1Y | -3.4% | +1.1% | -4.5% | -4.5% |
| 3Y | +78.0% | +51.9% | +26.0% | +54.0% |
| 5Y | -4.4% | +6.5% | -10.9% | -7.7% |
| All | +391.2% | +10.6% | +380.6% | +308.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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