+59.9%
DDOG vs ETR
+122.8%
-62.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.3% | +8.4% | +7.1% |
| 7D | +7.7% | +0.4% | +7.3% | +7.7% |
| 30D | -13.6% | +2.0% | -15.7% | -13.6% |
| 3M | -0.9% | -1.7% | +0.8% | -1.0% |
| 6M | +75.2% | +3.6% | +71.6% | +74.2% |
| YTD | +65.7% | +18.0% | +47.6% | +62.6% |
| 1Y | +60.4% | +26.2% | +34.1% | +56.6% |
| 3Y | +130.7% | +148.0% | -17.3% | +109.9% |
| 5Y | +59.9% | +126.1% | -66.2% | +51.9% |
| All | +59.9% | +122.8% | -62.9% | +51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling