+279.7%
EWY vs DDOG
+427.7%
-148.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +4.7% |
| 7D | +4.8% | -10.1% | +15.0% | +6.4% |
| 30D | +11.7% | -24.8% | +36.5% | +15.7% |
| 3M | -7.4% | -12.6% | +5.2% | -6.3% |
| 6M | +40.6% | +79.9% | -39.4% | +26.5% |
| YTD | +94.3% | +56.6% | +37.7% | +77.4% |
| 1Y | +164.3% | +61.6% | +102.7% | +138.0% |
| 3Y | +221.0% | +117.9% | +103.1% | +168.6% |
| 5Y | +139.1% | +54.2% | +84.9% | +99.1% |
| All | +279.7% | +427.7% | -148.0% | +127.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling