+76.7%
DDOG vs EXE
+21.0%
+55.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | +2.9% | +5.3% | -2.5% | +1.5% |
| 30D | -31.6% | -2.2% | -29.4% | -31.2% |
| 3M | -27.0% | -5.9% | -21.1% | -26.0% |
| 6M | -10.3% | -5.7% | -4.6% | -9.3% |
| YTD | +35.4% | -17.8% | +53.3% | +41.3% |
| 1Y | -1.0% | -23.1% | +22.2% | +5.2% |
| 3Y | +76.7% | +21.2% | +55.5% | +66.3% |
| All | +76.7% | +21.0% | +55.7% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling