-3.4%
DDOG vs ESTC
-8.0%
+4.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -31.6% |
| 3M | -25.3% | +14.4% | -39.6% | -32.7% |
| 6M | -8.9% | +73.3% | -82.2% | -39.4% |
| YTD | +35.6% | +15.7% | +19.8% | +8.2% |
| All | -3.4% | -8.0% | +4.6% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling