+120.2%
DDOG vs EXPE
+182.4%
-62.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.3% |
| 7D | -10.1% | -9.5% | -0.6% | -7.0% |
| 30D | -24.8% | -6.6% | -18.2% | -23.2% |
| 3M | -12.6% | +31.4% | -44.0% | -21.1% |
| 6M | +79.9% | +35.2% | +44.8% | +59.7% |
| YTD | +56.6% | +5.8% | +50.8% | +49.9% |
| 1Y | +61.6% | +38.7% | +22.9% | +40.4% |
| All | +120.2% | +182.4% | -62.2% | +40.6% |
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 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