+54.1%
DDOG vs ES
+17.8%
+36.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.1% |
| 7D | -6.1% | +1.4% | -7.5% | -5.7% |
| 30D | -10.1% | -1.2% | -9.0% | -10.3% |
| 3M | -9.3% | +5.0% | -14.3% | -7.9% |
| 6M | +67.2% | -2.8% | +70.0% | +70.1% |
| YTD | +54.6% | +8.6% | +46.0% | +57.4% |
| 1Y | +54.1% | +18.9% | +35.1% | +47.3% |
| All | +54.1% | +17.8% | +36.3% | +47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling