+49.7%
DDOG vs EXPE
+27.4%
+22.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.9% | +6.6% | +1.5% |
| 7D | -6.1% | -9.8% | +3.7% | -2.8% |
| 30D | -10.1% | -11.5% | +1.4% | -6.9% |
| 3M | -9.3% | +21.7% | -31.0% | -16.7% |
| 6M | +67.2% | +10.4% | +56.8% | +58.5% |
| YTD | +54.6% | -2.5% | +57.1% | +48.8% |
| All | +49.7% | +27.4% | +22.3% | +32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling