+50.6%
DDOG vs EXPE
+89.5%
-38.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.9% | +6.6% | +2.5% |
| 7D | -6.1% | -9.8% | +3.7% | -1.6% |
| 30D | -10.1% | -11.5% | +1.4% | -5.6% |
| 3M | -9.3% | +21.7% | -31.0% | -18.7% |
| 6M | +67.2% | +10.4% | +56.8% | +56.1% |
| YTD | +54.6% | -2.5% | +57.1% | +51.6% |
| 1Y | +54.1% | +27.3% | +26.7% | +30.1% |
| 3Y | +115.3% | +153.5% | -38.2% | +13.0% |
| 5Y | +50.6% | +91.1% | -40.5% | -3.2% |
| All | +50.6% | +89.5% | -38.9% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling