+459.9%
DDOG vs ET
+192.7%
+267.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -6.1% | +0.4% | -6.5% | -6.2% |
| 30D | -10.1% | +6.9% | -17.0% | -11.8% |
| 3M | -9.3% | +13.1% | -22.3% | -12.6% |
| 6M | +67.2% | +18.7% | +48.5% | +58.4% |
| YTD | +54.6% | +37.4% | +17.1% | +40.1% |
| 1Y | +54.1% | +34.8% | +19.3% | +40.3% |
| 3Y | +115.3% | +96.8% | +18.5% | +76.3% |
| 5Y | +50.6% | +238.2% | -187.6% | +8.8% |
| All | +459.9% | +192.7% | +267.1% | +393.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling