+55.0%
DDOG vs EXPD
+61.6%
-6.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -1.3% |
| 7D | -10.1% | -1.1% | -9.0% | -9.6% |
| 30D | -24.8% | +4.1% | -28.9% | -26.1% |
| 3M | -12.6% | +17.9% | -30.5% | -19.4% |
| 6M | +79.9% | +29.2% | +50.7% | +57.9% |
| YTD | +56.6% | +27.4% | +29.2% | +36.4% |
| 1Y | +61.6% | +56.8% | +4.7% | +22.7% |
| 3Y | +117.9% | +68.0% | +49.8% | +50.9% |
| All | +55.0% | +61.6% | -6.5% | +0.2% |
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