+467.1%
DDOG vs EXEL
+205.3%
+261.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.8% |
| 7D | -10.1% | +8.4% | -18.5% | -12.4% |
| 30D | -24.8% | +4.1% | -28.9% | -25.6% |
| 3M | -12.6% | +12.4% | -25.0% | -15.6% |
| 6M | +79.9% | +41.5% | +38.4% | +59.9% |
| YTD | +56.6% | +34.6% | +21.9% | +41.1% |
| 1Y | +61.6% | +57.9% | +3.7% | +36.9% |
| 3Y | +117.9% | +159.5% | -41.6% | +44.3% |
| 5Y | +54.2% | +198.5% | -144.3% | -5.3% |
| All | +467.1% | +205.3% | +261.8% | +186.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling