+61.6%
DDOG vs ETN
+20.7%
+40.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.3% | -0.6% |
| 7D | -10.1% | +2.0% | -12.2% | -10.0% |
| 30D | -24.8% | -7.9% | -16.9% | -25.4% |
| 3M | -12.6% | -1.6% | -11.0% | -12.8% |
| 6M | +79.9% | +16.9% | +63.1% | +73.2% |
| YTD | +56.6% | +30.1% | +26.5% | +45.4% |
| 1Y | +61.6% | +19.3% | +42.3% | +56.1% |
| All | +61.6% | +20.7% | +40.9% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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