+378.3%
DDOG vs EXPE
+97.0%
+281.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | -16.9% | -13.3% | -3.6% | -13.6% |
| 30D | -38.8% | -5.5% | -33.3% | -38.9% |
| 3M | -23.2% | -16.5% | -6.8% | -20.5% |
| 6M | -10.3% | +13.1% | -23.4% | -17.3% |
| YTD | +32.1% | -8.0% | +40.1% | +30.0% |
| 1Y | -6.1% | +1.1% | -7.2% | -11.0% |
| 3Y | +79.2% | +131.2% | -51.9% | +18.1% |
| 5Y | -8.6% | +39.8% | -48.4% | -31.5% |
| All | +378.3% | +97.0% | +281.3% | +204.6% |
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