+467.1%
DDOG vs EW
+24.5%
+442.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -10.1% | -0.3% | -9.8% | -10.0% |
| 30D | -24.8% | +1.0% | -25.9% | -25.3% |
| 3M | -12.6% | +2.8% | -15.4% | -14.1% |
| 6M | +79.9% | +5.5% | +74.5% | +73.9% |
| YTD | +56.6% | +5.5% | +51.1% | +50.8% |
| 1Y | +61.6% | +11.0% | +50.5% | +50.8% |
| 3Y | +117.9% | +17.7% | +100.2% | +79.4% |
| 5Y | +54.2% | -25.7% | +80.0% | +68.2% |
| All | +467.1% | +24.5% | +442.6% | +330.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling