+459.9%
DDOG vs EXC
+64.6%
+395.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | -6.1% | +1.2% | -7.3% | -6.4% |
| 30D | -10.1% | -2.7% | -7.4% | -9.6% |
| 3M | -9.3% | -1.0% | -8.3% | -9.3% |
| 6M | +67.2% | -9.3% | +76.4% | +70.6% |
| YTD | +54.6% | +3.6% | +51.0% | +51.6% |
| 1Y | +54.1% | +5.9% | +48.2% | +49.7% |
| 3Y | +115.3% | +21.3% | +94.0% | +94.5% |
| 5Y | +50.6% | +46.2% | +4.5% | +23.4% |
| All | +459.9% | +64.6% | +395.3% | +341.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded EXC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling