-21.9%
DDOG vs EXC
-0.1%
-21.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | -0.9% |
| 7D | -23.9% | -1.2% | -22.7% | -24.7% |
| 30D | -34.0% | +10.0% | -44.0% | -24.1% |
| 3M | -21.9% | +1.6% | -23.5% | -21.5% |
| All | -21.9% | -0.1% | -21.8% | -21.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling