+499.9%
DDOG vs ETN
+451.1%
+48.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.6% | +8.8% | +7.7% |
| 7D | +7.7% | +6.2% | +1.4% | +5.3% |
| 30D | -13.6% | -6.7% | -6.9% | -11.7% |
| 3M | -0.9% | +3.6% | -4.5% | -3.7% |
| 6M | +75.2% | +18.3% | +56.9% | +57.5% |
| YTD | +65.7% | +31.5% | +34.2% | +41.5% |
| 1Y | +60.4% | +20.6% | +39.8% | +41.8% |
| 3Y | +130.7% | +82.5% | +48.1% | +69.1% |
| 5Y | +59.9% | +177.8% | -117.9% | -1.8% |
| All | +499.9% | +451.1% | +48.8% | +213.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling