-6.4%
DDOG vs EW
-14.5%
+8.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +1.9% |
| 7D | -23.9% | +11.0% | -34.9% | -27.9% |
| 30D | -34.0% | +19.1% | -53.1% | -39.5% |
| 3M | -21.9% | +14.4% | -36.3% | -27.3% |
| 6M | +24.6% | +22.8% | +1.8% | +11.5% |
| YTD | +31.7% | +19.8% | +11.8% | +18.7% |
| 1Y | -6.2% | +23.9% | -30.1% | -16.9% |
| 3Y | +125.1% | +52.2% | +72.8% | +52.7% |
| All | -6.4% | -14.5% | +8.0% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling