+115.3%
DDOG vs ETR
+153.2%
-37.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.4% | -1.0% |
| 7D | -6.1% | +1.4% | -7.5% | -5.8% |
| 30D | -10.1% | +1.9% | -12.0% | -9.7% |
| 3M | -9.3% | +1.0% | -10.2% | -9.0% |
| 6M | +67.2% | +4.8% | +62.3% | +68.1% |
| YTD | +54.6% | +19.5% | +35.0% | +55.8% |
| 1Y | +54.1% | +28.1% | +26.0% | +56.1% |
| 3Y | +115.3% | +151.1% | -35.9% | +155.3% |
| All | +115.3% | +153.2% | -37.9% | +155.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling