+19.8%
DDOG vs EW
+19.7%
+0.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +4.4% | -18.8% | -14.9% |
| 7D | -32.2% | +8.3% | -40.5% | -33.0% |
| 30D | -31.7% | +13.9% | -45.6% | -33.3% |
| 3M | -34.5% | +10.9% | -45.4% | -35.7% |
| 6M | +28.7% | +19.2% | +9.4% | +23.9% |
| YTD | +38.8% | +16.6% | +22.2% | +34.9% |
| 1Y | +19.8% | +18.1% | +1.7% | +15.8% |
| All | +19.8% | +19.7% | +0.2% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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