+459.9%
DDOG vs ESTC
-5.9%
+465.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.4% | +1.0% |
| 7D | -6.1% | -4.3% | -1.8% | -3.7% |
| 30D | -10.1% | +17.7% | -27.9% | -20.7% |
| 3M | -9.3% | +42.3% | -51.6% | -29.1% |
| 6M | +67.2% | +64.6% | +2.6% | +20.0% |
| YTD | +54.6% | +17.2% | +37.4% | +35.3% |
| 1Y | +54.1% | -4.2% | +58.3% | +49.6% |
| 3Y | +115.3% | +13.5% | +101.7% | +54.4% |
| 5Y | +50.6% | -45.5% | +96.2% | +61.5% |
| All | +459.9% | -5.9% | +465.8% | +301.8% |
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