-54.6%
BA vs DDOG
+332.7%
-387.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.5% | +4.9% | -1.3% |
| 7D | -0.1% | -34.3% | +34.2% | +6.7% |
| 30D | -9.1% | -37.2% | +28.1% | -2.4% |
| 3M | -28.2% | -38.3% | +10.2% | -23.3% |
| 6M | -23.1% | +19.8% | -42.9% | -28.3% |
| YTD | -20.6% | +28.4% | -48.9% | -27.8% |
| 1Y | -12.7% | +12.7% | -25.4% | -19.2% |
| 3Y | -11.6% | +112.8% | -124.4% | -30.6% |
| 5Y | -23.1% | -5.9% | -17.3% | -33.3% |
| All | -54.6% | +332.7% | -387.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling