+390.4%
DDOG vs ESI
+238.6%
+151.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | +0.2% |
| 7D | +2.9% | +5.5% | -2.7% | +0.4% |
| 30D | -31.6% | -7.8% | -23.9% | -28.9% |
| 3M | -27.0% | -15.0% | -12.0% | -21.7% |
| 6M | -10.3% | -24.9% | +14.6% | -0.6% |
| YTD | +35.4% | +33.2% | +2.2% | +10.5% |
| 1Y | -1.0% | +24.9% | -25.9% | -16.8% |
| 3Y | +76.7% | +77.8% | -1.1% | +20.3% |
| 5Y | -4.6% | +37.1% | -41.7% | -28.2% |
| All | +390.4% | +238.6% | +151.9% | +148.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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