+148.7%
EWY vs DDOG
+61.1%
+87.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.5% | +3.3% |
| 7D | -0.1% | +3.9% | -4.0% | -0.6% |
| 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% | +29.0% |
| YTD | +94.1% | +62.7% | +31.5% | +76.7% |
| 1Y | +147.8% | +59.0% | +88.9% | +124.5% |
| 3Y | +222.9% | +117.1% | +105.8% | +170.9% |
| All | +148.7% | +61.1% | +87.6% | +104.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling