+467.1%
DDOG vs EWT
+372.2%
+94.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.7% | -2.3% |
| 7D | -10.1% | +4.0% | -14.1% | -13.0% |
| 30D | -24.8% | +10.3% | -35.1% | -30.8% |
| 3M | -12.6% | +6.1% | -18.7% | -19.0% |
| 6M | +79.9% | +56.6% | +23.3% | +15.1% |
| YTD | +56.6% | +76.6% | -20.0% | -10.8% |
| 1Y | +61.6% | +97.9% | -36.3% | -17.9% |
| 3Y | +117.9% | +198.0% | -80.1% | -29.8% |
| 5Y | +54.2% | +151.8% | -97.5% | -40.3% |
| All | +467.1% | +372.2% | +94.9% | -7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling