-3.6%
DDOG vs EXPD
+60.9%
-64.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | +0.1% |
| 7D | +2.9% | +5.5% | -2.7% | 0.0% |
| 30D | -31.6% | -0.8% | -30.8% | -31.1% |
| 3M | -27.0% | +4.1% | -31.1% | -28.4% |
| 6M | -10.3% | +25.7% | -36.0% | -20.2% |
| YTD | +35.4% | +31.4% | +4.0% | +15.5% |
| 1Y | -1.0% | +42.2% | -43.2% | -19.6% |
| 3Y | +76.7% | +77.2% | -0.5% | +15.7% |
| All | -3.6% | +60.9% | -64.4% | -37.1% |
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