+467.1%
DDOG vs ES
+9.2%
+457.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -10.1% | +0.3% | -10.4% | -10.2% |
| 30D | -24.8% | -2.0% | -22.8% | -24.6% |
| 3M | -12.6% | +1.7% | -14.3% | -13.0% |
| 6M | +79.9% | -3.5% | +83.5% | +80.7% |
| YTD | +56.6% | +7.9% | +48.7% | +53.2% |
| 1Y | +61.6% | +17.2% | +44.4% | +54.3% |
| 3Y | +117.9% | +29.3% | +88.6% | +98.2% |
| 5Y | +54.2% | -5.7% | +60.0% | +54.8% |
| All | +467.1% | +9.2% | +457.9% | +373.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling