+467.1%
DDOG vs ESTC
-2.3%
+469.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | +1.8% |
| 7D | -10.1% | -8.1% | -2.0% | -5.6% |
| 30D | -24.8% | +31.7% | -56.5% | -38.1% |
| 3M | -12.6% | +41.1% | -53.6% | -31.3% |
| 6M | +79.9% | +77.1% | +2.9% | +23.7% |
| YTD | +56.6% | +21.7% | +34.9% | +34.0% |
| 1Y | +61.6% | +8.4% | +53.2% | +45.4% |
| 3Y | +117.9% | +23.6% | +94.3% | +47.4% |
| 5Y | +54.2% | -46.5% | +100.7% | +67.0% |
| All | +467.1% | -2.3% | +469.4% | +298.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling