+61.6%
DDOG vs ET
+31.4%
+30.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -0.8% |
| 7D | -10.1% | +0.9% | -11.0% | -10.0% |
| 30D | -24.8% | +7.5% | -32.3% | -23.6% |
| 3M | -12.6% | +11.4% | -24.0% | -10.6% |
| 6M | +79.9% | +18.5% | +61.4% | +83.8% |
| YTD | +56.6% | +37.4% | +19.2% | +58.1% |
| 1Y | +61.6% | +30.9% | +30.6% | +52.8% |
| All | +61.6% | +31.4% | +30.2% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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