+55.0%
DDOG vs EXC
+47.1%
+7.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.9% |
| 7D | -10.1% | +0.3% | -10.4% | -10.1% |
| 30D | -24.8% | -3.7% | -21.1% | -24.8% |
| 3M | -12.6% | -1.3% | -11.3% | -12.6% |
| 6M | +79.9% | -9.7% | +89.7% | +80.4% |
| YTD | +56.6% | +2.9% | +53.7% | +56.1% |
| 1Y | +61.6% | +4.4% | +57.2% | +60.7% |
| 3Y | +117.9% | +22.2% | +95.7% | +110.6% |
| All | +55.0% | +47.1% | +7.9% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling