+125.1%
DDOG vs ES
+46.3%
+78.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.4% | +1.9% |
| 7D | -23.9% | +1.9% | -25.8% | -23.5% |
| 30D | -34.0% | +7.1% | -41.1% | -33.0% |
| 3M | -21.9% | -1.9% | -20.0% | -21.7% |
| 6M | +24.6% | +4.4% | +20.2% | +26.3% |
| YTD | +31.7% | +7.3% | +24.3% | +33.8% |
| 1Y | -6.2% | +2.1% | -8.3% | -5.0% |
| 3Y | +125.1% | +41.8% | +83.2% | +130.0% |
| All | +125.1% | +46.3% | +78.7% | +130.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling