+115.3%
DDOG vs EXEL
+160.6%
-45.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.1% |
| 7D | -6.1% | +1.4% | -7.5% | -6.2% |
| 30D | -10.1% | +6.7% | -16.8% | -10.7% |
| 3M | -9.3% | +11.5% | -20.7% | -9.7% |
| 6M | +67.2% | +38.8% | +28.4% | +62.5% |
| YTD | +54.6% | +31.6% | +23.0% | +51.0% |
| 1Y | +54.1% | +53.0% | +1.1% | +47.9% |
| 3Y | +115.3% | +160.8% | -45.6% | +97.8% |
| All | +115.3% | +160.6% | -45.3% | +97.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling