-10.7%
DDOG vs EW
+26.0%
-36.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -19.1% | +9.3% | -28.4% | -20.0% |
| 30D | -39.2% | +22.1% | -61.2% | -41.3% |
| 3M | -31.6% | +13.0% | -44.6% | -32.8% |
| 6M | -10.9% | +30.1% | -40.9% | -15.5% |
| YTD | +31.2% | +22.0% | +9.2% | +26.4% |
| 1Y | -10.7% | +23.7% | -34.4% | -14.4% |
| All | -10.7% | +26.0% | -36.7% | -14.4% |
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 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