+499.9%
DDOG vs ESI
+266.2%
+233.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.2% | +8.3% | +7.7% |
| 7D | +7.7% | +3.9% | +3.7% | +5.8% |
| 30D | -13.6% | -3.8% | -9.8% | -12.3% |
| 3M | -0.9% | -13.1% | +12.2% | +3.3% |
| 6M | +75.2% | +11.3% | +63.9% | +58.3% |
| YTD | +65.7% | +44.1% | +21.6% | +30.6% |
| 1Y | +60.4% | +40.3% | +20.0% | +27.3% |
| 3Y | +130.7% | +84.1% | +46.6% | +54.8% |
| 5Y | +59.9% | +75.8% | -15.9% | +10.0% |
| All | +499.9% | +266.2% | +233.7% | +193.3% |
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