+59.0%
DDOG vs ET
+33.4%
+25.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.3% |
| 7D | +3.9% | +0.2% | +3.7% | +3.9% |
| 30D | -8.2% | +2.9% | -11.0% | -7.7% |
| 3M | -5.6% | +16.8% | -22.4% | -3.1% |
| 6M | +73.5% | +18.9% | +54.6% | +76.6% |
| YTD | +62.7% | +37.7% | +25.0% | +61.6% |
| 1Y | +59.0% | +32.4% | +26.5% | +47.0% |
| All | +59.0% | +33.4% | +25.5% | +47.0% |
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