+376.8%
DDOG vs EXPD
+166.9%
+209.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +3.6% |
| 7D | -23.9% | -7.2% | -16.7% | -20.9% |
| 30D | -34.0% | -3.3% | -30.7% | -32.8% |
| 3M | -21.9% | +3.4% | -25.3% | -23.0% |
| 6M | +24.6% | +22.7% | +1.9% | +13.2% |
| YTD | +31.7% | +24.5% | +7.1% | +16.6% |
| 1Y | -6.2% | +38.6% | -44.8% | -21.7% |
| 3Y | +125.1% | +71.5% | +53.6% | +58.4% |
| 5Y | -3.5% | +56.2% | -59.7% | -29.7% |
| All | +376.8% | +166.9% | +209.9% | +138.3% |
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