+378.3%
DDOG vs ESTC
-4.0%
+382.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.9% | -4.5% | -2.6% |
| 7D | -16.9% | -1.2% | -15.7% | -16.2% |
| 30D | -38.8% | -8.1% | -30.6% | -35.1% |
| 3M | -23.2% | +20.2% | -43.4% | -32.7% |
| 6M | -10.3% | +72.7% | -83.0% | -37.6% |
| YTD | +32.1% | +19.6% | +12.4% | +14.8% |
| 1Y | -6.1% | +0.3% | -6.3% | -10.2% |
| 3Y | +79.2% | +22.8% | +56.4% | +22.0% |
| 5Y | -8.6% | -50.9% | +42.2% | +5.3% |
| All | +378.3% | -4.0% | +382.3% | +240.8% |
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