+375.1%
DDOG vs EW
+44.0%
+331.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | -19.1% | +9.3% | -28.4% | -22.8% |
| 30D | -39.2% | +22.1% | -61.2% | -45.1% |
| 3M | -31.6% | +13.0% | -44.6% | -36.2% |
| 6M | -10.9% | +30.1% | -40.9% | -22.6% |
| YTD | +31.2% | +22.0% | +9.2% | +16.8% |
| 1Y | -10.7% | +23.7% | -34.4% | -21.1% |
| 3Y | +72.1% | +62.0% | +10.1% | +17.1% |
| 5Y | -5.5% | -12.4% | +6.9% | -5.7% |
| All | +375.1% | +44.0% | +331.1% | +233.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling