+459.9%
DDOG vs EW
+20.0%
+439.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.3% | +0.5% |
| 7D | -6.1% | -4.4% | -1.6% | -4.0% |
| 30D | -10.1% | -3.3% | -6.8% | -8.7% |
| 3M | -9.3% | +1.0% | -10.3% | -10.1% |
| 6M | +67.2% | +6.2% | +61.0% | +61.1% |
| YTD | +54.6% | +1.7% | +52.9% | +51.5% |
| 1Y | +54.1% | +8.1% | +46.0% | +45.7% |
| 3Y | +115.3% | +17.1% | +98.2% | +76.8% |
| 5Y | +50.6% | -29.4% | +80.0% | +68.3% |
| All | +459.9% | +20.0% | +439.8% | +332.4% |
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