+76.7%
DDOG vs ETR
+155.2%
-78.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +2.9% | +1.2% | +1.7% | +3.1% |
| 30D | -31.6% | +7.0% | -38.6% | -30.4% |
| 3M | -27.0% | +4.6% | -31.6% | -26.0% |
| 6M | -10.3% | +0.1% | -10.4% | -9.4% |
| YTD | +35.4% | +23.2% | +12.2% | +37.5% |
| 1Y | -1.0% | +20.6% | -21.6% | +0.6% |
| 3Y | +76.7% | +156.3% | -79.6% | +104.6% |
| All | +76.7% | +155.2% | -78.5% | +104.6% |
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