-10.6%
BA vs DDOG
+19.2%
-29.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -14.4% | +16.5% | +2.5% |
| 7D | +5.9% | -32.2% | +38.1% | +7.1% |
| 30D | -8.2% | -31.7% | +23.6% | -7.1% |
| 3M | -25.4% | -34.5% | +9.1% | -24.4% |
| 6M | -20.0% | +28.7% | -48.7% | -20.6% |
| YTD | -18.5% | +38.8% | -57.3% | -19.3% |
| 1Y | -10.6% | +19.8% | -30.4% | -11.2% |
| All | -10.6% | +19.2% | -29.8% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling