+391.2%
DDOG vs EXC
+70.8%
+320.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +5.6% | -1.9% | +7.6% | +6.1% |
| 30D | -34.9% | +7.8% | -42.7% | -36.2% |
| 3M | -23.4% | +1.9% | -25.3% | -24.0% |
| 6M | -7.7% | +3.4% | -11.1% | -9.2% |
| YTD | +35.6% | +7.6% | +28.1% | +31.4% |
| 1Y | -3.4% | +2.1% | -5.5% | -5.0% |
| 3Y | +78.0% | +29.6% | +48.4% | +57.2% |
| 5Y | -4.4% | +39.5% | -43.9% | -19.6% |
| All | +391.2% | +70.8% | +320.4% | +282.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling