+375.1%
DDOG vs EXPD
+173.5%
+201.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -19.1% | -7.4% | -11.7% | -15.8% |
| 30D | -39.2% | -2.1% | -37.1% | -38.4% |
| 3M | -31.6% | +5.7% | -37.3% | -33.3% |
| 6M | -10.9% | +21.4% | -32.2% | -18.7% |
| YTD | +31.2% | +27.6% | +3.6% | +14.8% |
| 1Y | -10.7% | +36.1% | -46.8% | -24.6% |
| 3Y | +72.1% | +69.9% | +2.2% | +22.6% |
| 5Y | -5.5% | +59.7% | -65.2% | -32.0% |
| All | +375.1% | +173.5% | +201.6% | +134.5% |
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