-14.7%
BA vs DDOG
+78.2%
-92.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.7% | +0.3% |
| 7D | -1.4% | -2.3% | +0.9% | -1.2% |
| 30D | -7.9% | -35.8% | +27.9% | -3.6% |
| 3M | -25.2% | -25.3% | +0.1% | -23.3% |
| 6M | -26.7% | -8.9% | -17.9% | -27.4% |
| YTD | -19.6% | +35.6% | -55.2% | -25.9% |
| 1Y | -10.6% | -6.8% | -3.8% | -11.0% |
| All | -14.7% | +78.2% | -92.8% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling