+467.1%
DDOG vs EWZ
+37.3%
+429.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.6% |
| 7D | -10.1% | +6.5% | -16.6% | -12.3% |
| 30D | -24.8% | +4.8% | -29.7% | -26.2% |
| 3M | -12.6% | +9.9% | -22.5% | -15.8% |
| 6M | +79.9% | +1.9% | +78.0% | +76.4% |
| YTD | +56.6% | +20.3% | +36.3% | +43.7% |
| 1Y | +61.6% | +35.6% | +26.0% | +41.3% |
| 3Y | +117.9% | +43.4% | +74.4% | +84.7% |
| 5Y | +54.2% | +55.9% | -1.7% | +24.7% |
| All | +467.1% | +37.3% | +429.8% | +329.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling