+125.1%
DDOG vs EXPE
+131.0%
-5.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.9% | +7.4% | +3.9% |
| 7D | -23.9% | -9.3% | -14.6% | -22.5% |
| 30D | -34.0% | +0.1% | -34.2% | -35.5% |
| 3M | -21.9% | -15.3% | -6.6% | -19.8% |
| 6M | +24.6% | +5.5% | +19.1% | +17.8% |
| YTD | +31.7% | -8.0% | +39.6% | +28.7% |
| 1Y | -6.2% | +18.9% | -25.0% | -16.4% |
| 3Y | +125.1% | +135.5% | -10.5% | +14.9% |
| All | +125.1% | +131.0% | -5.9% | +14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling