+499.9%
DDOG vs EXEL
+201.8%
+298.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.1% | +6.0% | +6.8% |
| 7D | +7.7% | -0.3% | +8.0% | +7.8% |
| 30D | -13.6% | +10.1% | -23.8% | -16.3% |
| 3M | -0.9% | +10.1% | -11.0% | -3.6% |
| 6M | +75.2% | +37.7% | +37.6% | +57.1% |
| YTD | +65.7% | +33.1% | +32.6% | +49.8% |
| 1Y | +60.4% | +52.4% | +8.0% | +37.5% |
| 3Y | +130.7% | +163.8% | -33.1% | +51.5% |
| 5Y | +59.9% | +198.5% | -138.6% | -1.9% |
| All | +499.9% | +201.8% | +298.2% | +204.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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