-22.1%
BA vs DDOG
-3.9%
-18.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.1% |
| 7D | +1.1% | -23.9% | +25.0% | +5.2% |
| 30D | -7.9% | -34.0% | +26.1% | -2.3% |
| 3M | -25.3% | -21.9% | -3.4% | -23.4% |
| 6M | -24.6% | +24.6% | -49.2% | -30.1% |
| YTD | -20.1% | +31.7% | -51.8% | -27.7% |
| 1Y | -11.8% | -6.2% | -5.6% | -14.5% |
| 3Y | -10.1% | +125.1% | -135.2% | -30.9% |
| All | -22.1% | -3.9% | -18.2% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling