+375.1%
DDOG vs ESI
+235.2%
+139.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.4% |
| 7D | -19.1% | -6.6% | -12.5% | -16.4% |
| 30D | -39.2% | -9.8% | -29.3% | -36.1% |
| 3M | -31.6% | -11.9% | -19.7% | -27.8% |
| 6M | -10.9% | -25.1% | +14.2% | -1.2% |
| YTD | +31.2% | +31.9% | -0.7% | +7.5% |
| 1Y | -10.7% | +19.2% | -29.9% | -23.2% |
| 3Y | +72.1% | +76.2% | -4.0% | +17.7% |
| 5Y | -5.5% | +39.4% | -44.9% | -29.1% |
| All | +375.1% | +235.2% | +139.9% | +141.6% |
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