+60.4%
DDOG vs ESI
+38.0%
+22.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.2% | +8.3% | +7.3% |
| 7D | +7.7% | +3.9% | +3.7% | +7.1% |
| 30D | -13.6% | -3.8% | -9.8% | -13.2% |
| 3M | -0.9% | -13.1% | +12.2% | +0.1% |
| 6M | +75.2% | +11.3% | +63.9% | +60.1% |
| YTD | +65.7% | +44.1% | +21.6% | +32.7% |
| 1Y | +60.4% | +40.3% | +20.0% | +29.1% |
| All | +60.4% | +38.0% | +22.4% | +29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling