+56.1%
DDOG vs EXC
+3.9%
+52.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -1.4% |
| 7D | -10.1% | +0.3% | -10.4% | -10.0% |
| 30D | -24.8% | -3.7% | -21.1% | -26.0% |
| 3M | -12.6% | -1.3% | -11.3% | -12.5% |
| 6M | +79.9% | -9.7% | +89.7% | +76.8% |
| YTD | +56.6% | +2.9% | +53.7% | +60.5% |
| All | +56.1% | +3.9% | +52.1% | +57.6% |
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 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