-8.6%
DDOG vs EXEL
+285.1%
-293.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -0.4% |
| 7D | -16.9% | +2.3% | -19.2% | -17.3% |
| 30D | -38.8% | +19.8% | -58.6% | -41.5% |
| 3M | -23.2% | +32.7% | -55.9% | -28.8% |
| 6M | -10.3% | +49.0% | -59.2% | -19.0% |
| YTD | +32.1% | +63.7% | -31.6% | +14.9% |
| 1Y | -6.1% | +75.8% | -81.9% | -20.2% |
| 3Y | +79.2% | +241.3% | -162.1% | +6.4% |
| 5Y | -8.6% | +289.0% | -297.7% | -52.0% |
| All | -8.6% | +285.1% | -293.7% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling