+54.4%
DDOG vs EXE
+161.7%
-107.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -1.2% |
| 7D | -19.1% | -2.2% | -16.9% | -18.6% |
| 30D | -39.2% | -0.3% | -38.8% | -39.1% |
| 3M | -31.6% | -9.3% | -22.3% | -30.3% |
| 6M | -10.9% | -7.2% | -3.6% | -9.7% |
| YTD | +31.2% | -18.9% | +50.1% | +36.1% |
| 1Y | -10.7% | -21.7% | +11.0% | -6.7% |
| 3Y | +72.1% | +21.0% | +51.1% | +63.7% |
| 5Y | -5.5% | +76.0% | -81.5% | -12.3% |
| All | +54.4% | +161.7% | -107.3% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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