+59.9%
DDOG vs EWT
+152.9%
-93.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.2% | +7.0% | +7.0% |
| 7D | +7.7% | +2.1% | +5.5% | +5.8% |
| 30D | -13.6% | +9.4% | -23.0% | -20.0% |
| 3M | -0.9% | +10.9% | -11.8% | -12.0% |
| 6M | +75.2% | +57.9% | +17.3% | +7.0% |
| YTD | +65.7% | +75.9% | -10.3% | -10.3% |
| 1Y | +60.4% | +89.7% | -29.3% | -20.6% |
| 3Y | +130.7% | +200.9% | -70.2% | -41.8% |
| 5Y | +59.9% | +154.5% | -94.6% | -42.3% |
| All | +59.9% | +152.9% | -93.0% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling