+390.4%
DDOG vs EWT
+309.9%
+80.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +2.9% | +9.1% | -6.3% | -4.6% |
| 30D | -31.6% | -12.2% | -19.4% | -24.0% |
| 3M | -27.0% | -9.4% | -17.6% | -21.2% |
| 6M | -10.3% | +2.7% | -13.0% | -15.9% |
| YTD | +35.4% | +53.3% | -17.9% | -13.7% |
| 1Y | -1.0% | +59.2% | -60.1% | -39.2% |
| 3Y | +76.7% | +157.1% | -80.4% | -36.1% |
| 5Y | -4.6% | +119.6% | -124.2% | -58.8% |
| All | +390.4% | +309.9% | +80.6% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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