-54.9%
BA vs DDOG
+356.4%
-411.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -1.1% | +2.9% | -4.0% | -1.6% |
| 30D | -7.1% | -31.6% | +24.5% | -1.7% |
| 3M | -25.5% | -27.0% | +1.4% | -22.4% |
| 6M | -28.7% | -10.3% | -18.4% | -29.2% |
| YTD | -21.0% | +35.4% | -56.4% | -28.9% |
| 1Y | -11.9% | -1.0% | -10.9% | -15.7% |
| 3Y | -16.2% | +76.7% | -92.8% | -31.0% |
| 5Y | -22.4% | -4.6% | -17.8% | -32.7% |
| All | -54.9% | +356.4% | -411.3% | -76.0% |
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