+50.6%
DDOG vs EXEL
+195.7%
-145.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.7% |
| 7D | -6.1% | +1.4% | -7.5% | -6.4% |
| 30D | -10.1% | +6.7% | -16.8% | -11.8% |
| 3M | -9.3% | +11.5% | -20.7% | -11.5% |
| 6M | +67.2% | +38.8% | +28.4% | +52.1% |
| YTD | +54.6% | +31.6% | +23.0% | +42.5% |
| 1Y | +54.1% | +53.0% | +1.1% | +34.7% |
| 3Y | +115.3% | +160.8% | -45.6% | +42.0% |
| 5Y | +50.6% | +190.1% | -139.5% | -12.8% |
| All | +50.6% | +195.7% | -145.1% | -12.8% |
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 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