-1.0%
DDOG vs ESI
+21.7%
-22.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | 0.0% |
| 7D | +2.9% | +5.5% | -2.7% | +1.6% |
| 30D | -31.6% | -7.8% | -23.9% | -30.4% |
| 3M | -27.0% | -15.0% | -12.0% | -25.2% |
| 6M | -10.3% | -24.9% | +14.6% | -7.4% |
| YTD | +35.4% | +33.2% | +2.2% | +8.6% |
| 1Y | -1.0% | +24.9% | -25.9% | -18.8% |
| All | -1.0% | +21.7% | -22.7% | -18.8% |
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