+19.8%
DDOG vs ET
+24.7%
-4.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -3.5% | -10.9% | -14.1% |
| 7D | -32.2% | -6.0% | -26.2% | -32.0% |
| 30D | -31.7% | -6.1% | -25.6% | -31.8% |
| 3M | -34.5% | -2.7% | -31.8% | -33.8% |
| 6M | +28.7% | +0.2% | +28.4% | +31.3% |
| YTD | +38.8% | +24.3% | +14.4% | +37.2% |
| 1Y | +19.8% | +26.4% | -6.6% | +17.3% |
| All | +19.8% | +24.7% | -4.9% | +17.3% |
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