+499.9%
DDOG vs EXPE
+107.2%
+392.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.7% | +7.9% | +7.4% |
| 7D | +7.7% | -11.5% | +19.2% | +12.4% |
| 30D | -13.6% | -13.1% | -0.6% | -9.7% |
| 3M | -0.9% | +18.1% | -19.1% | -7.7% |
| 6M | +75.2% | +13.3% | +62.0% | +65.1% |
| YTD | +65.7% | -3.2% | +68.9% | +64.0% |
| 1Y | +60.4% | +26.1% | +34.2% | +42.6% |
| 3Y | +130.7% | +151.7% | -21.0% | +50.6% |
| 5Y | +59.9% | +88.3% | -28.5% | +14.4% |
| All | +499.9% | +107.2% | +392.7% | +284.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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