+60.4%
DDOG vs EW
+7.5%
+52.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.6% | +7.8% | +7.3% |
| 7D | +7.7% | -5.1% | +12.8% | +8.7% |
| 30D | -13.6% | -6.4% | -7.3% | -12.6% |
| 3M | -0.9% | -1.6% | +0.6% | -1.2% |
| 6M | +75.2% | +2.3% | +72.9% | +73.1% |
| YTD | +65.7% | +1.1% | +64.6% | +64.5% |
| 1Y | +60.4% | +8.0% | +52.4% | +58.7% |
| All | +60.4% | +7.5% | +52.9% | +58.7% |
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