-3.1%
DDOG vs EXPD
+62.8%
-66.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.9% | +0.5% | +1.9% |
| 7D | -2.3% | -1.6% | -0.7% | -1.4% |
| 30D | -35.8% | +0.6% | -36.4% | -35.8% |
| 3M | -25.3% | +9.8% | -35.1% | -28.7% |
| 6M | -8.9% | +25.8% | -34.6% | -18.9% |
| YTD | +35.6% | +31.3% | +4.3% | +15.7% |
| 1Y | -6.8% | +40.9% | -47.8% | -24.0% |
| 3Y | +77.9% | +74.7% | +3.2% | +17.9% |
| 5Y | -3.1% | +62.9% | -66.0% | -36.8% |
| All | -3.1% | +62.8% | -66.0% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling