-4.4%
DDOG vs EWZ
+51.3%
-55.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.1% | +0.7% |
| 7D | +5.6% | +0.1% | +5.6% | +5.6% |
| 30D | -34.9% | -25.9% | -9.0% | -29.0% |
| 3M | -23.4% | -6.1% | -17.3% | -24.5% |
| 6M | -7.7% | -16.1% | +8.4% | -4.9% |
| YTD | +35.6% | +1.0% | +34.7% | +26.2% |
| 1Y | -3.4% | 0.0% | -3.3% | -9.8% |
| 3Y | +78.0% | +16.8% | +61.1% | +51.4% |
| 5Y | -4.4% | +52.1% | -56.5% | -30.4% |
| All | -4.4% | +51.3% | -55.8% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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