-3.4%
DDOG vs EXC
+3.2%
-6.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | +0.1% |
| 7D | +5.6% | -1.9% | +7.6% | +4.3% |
| 30D | -34.9% | +7.8% | -42.7% | -31.7% |
| 3M | -23.4% | +1.9% | -25.3% | -21.5% |
| 6M | -7.7% | +3.4% | -11.1% | -4.4% |
| YTD | +35.6% | +7.6% | +28.1% | +41.2% |
| 1Y | -3.4% | +2.1% | -5.5% | +0.9% |
| All | -3.4% | +3.2% | -6.5% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling