+490.5%
DDOG vs ETR
+134.4%
+356.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.2% | -1.3% |
| 7D | +3.2% | -1.9% | +5.1% | +3.6% |
| 30D | -10.2% | -0.2% | -10.0% | -10.2% |
| 3M | -2.6% | -3.7% | +1.1% | -2.1% |
| 6M | +80.1% | +2.1% | +78.1% | +77.1% |
| YTD | +63.0% | +16.5% | +46.6% | +54.4% |
| 1Y | +59.4% | +22.5% | +36.8% | +48.9% |
| 3Y | +127.0% | +144.7% | -17.6% | +68.3% |
| 5Y | +61.7% | +125.2% | -63.5% | +21.9% |
| All | +490.5% | +134.4% | +356.1% | +325.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling