+279.4%
EWY vs DDOG
+448.2%
-168.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.5% | +3.3% |
| 7D | -0.1% | +3.9% | -4.0% | -0.7% |
| 30D | +7.3% | -8.2% | +15.5% | +8.4% |
| 3M | -5.1% | -5.6% | +0.4% | -5.2% |
| 6M | +42.1% | +73.5% | -31.5% | +28.6% |
| YTD | +94.1% | +62.7% | +31.5% | +76.2% |
| 1Y | +147.8% | +59.0% | +88.9% | +123.9% |
| 3Y | +222.9% | +117.1% | +105.8% | +170.5% |
| 5Y | +150.6% | +61.3% | +89.3% | +107.2% |
| All | +279.4% | +448.2% | -168.8% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG 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 10y: compounded portfolio wealth divided by compounded DDOG 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…
10y analysis · Full analysis span regression · 6 months rolling