-10.6%
BA vs DDOG
-7.2%
-3.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.7% | +0.5% |
| 7D | -1.4% | -2.3% | +0.9% | -1.3% |
| 30D | -7.9% | -35.8% | +27.9% | -6.4% |
| 3M | -25.2% | -25.3% | +0.1% | -24.5% |
| 6M | -26.7% | -8.9% | -17.9% | -26.6% |
| YTD | -19.6% | +35.6% | -55.2% | -19.8% |
| 1Y | -10.6% | -6.8% | -3.8% | +4.4% |
| All | -10.6% | -7.2% | -3.4% | +4.4% |
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 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