-54.4%
BA vs DDOG
+343.7%
-398.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.1% |
| 7D | +1.1% | -23.9% | +25.0% | +5.4% |
| 30D | -7.9% | -34.0% | +26.1% | -2.0% |
| 3M | -25.3% | -21.9% | -3.4% | -23.2% |
| 6M | -24.6% | +24.6% | -49.2% | -30.1% |
| YTD | -20.1% | +31.7% | -51.8% | -27.8% |
| 1Y | -11.8% | -6.2% | -5.6% | -14.8% |
| 3Y | -10.1% | +125.1% | -135.2% | -30.2% |
| 5Y | -22.7% | -3.5% | -19.3% | -33.2% |
| All | -54.4% | +343.7% | -398.1% | -75.7% |
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