+467.1%
DDOG vs EXPE
+126.6%
+340.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.2% |
| 7D | -10.1% | -9.5% | -0.6% | -6.8% |
| 30D | -24.8% | -6.6% | -18.2% | -23.0% |
| 3M | -12.6% | +31.4% | -44.0% | -21.6% |
| 6M | +79.9% | +35.2% | +44.8% | +58.5% |
| YTD | +56.6% | +5.8% | +50.8% | +50.3% |
| 1Y | +61.6% | +38.7% | +22.9% | +38.9% |
| 3Y | +117.9% | +175.8% | -57.9% | +37.7% |
| 5Y | +54.2% | +111.8% | -57.6% | +6.3% |
| All | +467.1% | +126.6% | +340.5% | +252.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling