+61.9%
DDOG vs ETR
+26.4%
+35.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.3% | +8.4% | +6.4% |
| 7D | +7.7% | +0.4% | +7.3% | +7.9% |
| 30D | -13.6% | +2.0% | -15.7% | -12.5% |
| 3M | -0.9% | -1.7% | +0.8% | -1.4% |
| 6M | +75.2% | +3.6% | +71.6% | +75.6% |
| YTD | +65.7% | +18.0% | +47.6% | +58.6% |
| All | +61.9% | +26.4% | +35.5% | +47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling