+391.0%
DDOG vs EXEL
+265.8%
+125.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.3% |
| 7D | -2.3% | -2.8% | +0.5% | -1.4% |
| 30D | -35.8% | +18.2% | -54.0% | -39.0% |
| 3M | -25.3% | +37.7% | -63.0% | -32.4% |
| 6M | -8.9% | +42.2% | -51.1% | -18.3% |
| YTD | +35.6% | +61.3% | -25.7% | +15.6% |
| 1Y | -6.8% | +64.5% | -71.3% | -21.2% |
| 3Y | +77.9% | +236.7% | -158.8% | +8.2% |
| 5Y | -3.1% | +296.3% | -299.4% | -45.4% |
| All | +391.0% | +265.8% | +125.3% | +134.6% |
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