+467.1%
DDOG vs ETR
+137.8%
+329.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -10.1% | +1.4% | -11.6% | -10.4% |
| 30D | -24.8% | +1.0% | -25.8% | -25.0% |
| 3M | -12.6% | -1.3% | -11.3% | -12.6% |
| 6M | +79.9% | +1.9% | +78.1% | +77.2% |
| YTD | +56.6% | +18.2% | +38.4% | +47.9% |
| 1Y | +61.6% | +24.7% | +36.9% | +50.4% |
| 3Y | +117.9% | +150.7% | -32.8% | +60.5% |
| 5Y | +54.2% | +127.0% | -72.8% | +16.3% |
| All | +467.1% | +137.8% | +329.2% | +307.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling