+390.4%
DDOG vs EXEL
+257.0%
+133.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | +2.9% | -0.8% | +3.7% | +3.1% |
| 30D | -31.6% | +13.1% | -44.8% | -34.2% |
| 3M | -27.0% | +36.3% | -63.3% | -33.8% |
| 6M | -10.3% | +34.5% | -44.8% | -18.3% |
| YTD | +35.4% | +57.4% | -22.0% | +16.2% |
| 1Y | -1.0% | +62.9% | -63.9% | -16.1% |
| 3Y | +76.7% | +229.5% | -152.9% | +8.1% |
| 5Y | -4.6% | +281.2% | -285.8% | -45.5% |
| All | +390.4% | +257.0% | +133.5% | +136.0% |
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