+117.6%
DDOG vs ET
+97.8%
+19.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +3.2% | +1.4% | +1.9% | +2.8% |
| 30D | -10.2% | +4.6% | -14.7% | -11.5% |
| 3M | -2.6% | +16.0% | -18.6% | -7.9% |
| 6M | +80.1% | +22.8% | +57.3% | +65.4% |
| YTD | +63.0% | +38.9% | +24.2% | +41.2% |
| 1Y | +59.4% | +34.1% | +25.3% | +40.2% |
| All | +117.6% | +97.8% | +19.8% | +86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling