+378.3%
DDOG vs EXPD
+174.1%
+204.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | -1.0% |
| 7D | -16.9% | -5.5% | -11.4% | -14.3% |
| 30D | -38.8% | -1.9% | -36.9% | -38.0% |
| 3M | -23.2% | +6.1% | -29.3% | -25.3% |
| 6M | -10.3% | +21.6% | -31.9% | -18.2% |
| YTD | +32.1% | +27.9% | +4.2% | +15.4% |
| 1Y | -6.1% | +39.4% | -45.5% | -21.7% |
| 3Y | +79.2% | +72.7% | +6.5% | +26.4% |
| 5Y | -8.6% | +60.3% | -68.9% | -34.3% |
| All | +378.3% | +174.1% | +204.3% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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