+391.0%
DDOG vs ESTC
-7.1%
+398.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.3% |
| 7D | -2.3% | -2.6% | +0.3% | -0.7% |
| 30D | -35.8% | -8.6% | -27.2% | -31.8% |
| 3M | -25.3% | +14.4% | -39.6% | -32.6% |
| 6M | -8.9% | +73.3% | -82.2% | -36.8% |
| YTD | +35.6% | +15.7% | +19.8% | +20.2% |
| 1Y | -6.8% | -7.6% | +0.8% | -6.5% |
| 3Y | +77.9% | +14.6% | +63.3% | +26.8% |
| 5Y | -3.1% | -50.0% | +46.9% | +10.5% |
| All | +391.0% | -7.1% | +398.1% | +256.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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