+120.2%
DDOG vs ESI
+81.9%
+38.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -1.8% |
| 7D | -10.1% | +3.3% | -13.5% | -11.0% |
| 30D | -24.8% | -5.9% | -18.9% | -23.5% |
| 3M | -12.6% | -14.1% | +1.5% | -9.7% |
| 6M | +79.9% | +6.6% | +73.4% | +66.3% |
| YTD | +56.6% | +45.0% | +11.6% | +24.8% |
| 1Y | +61.6% | +41.5% | +20.1% | +29.5% |
| All | +120.2% | +81.9% | +38.3% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling