-44.1%
BA vs DDOG
+427.7%
-471.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | +1.2% | -10.1% | +11.3% | +3.0% |
| 30D | -11.6% | -24.8% | +13.2% | -7.7% |
| 3M | -2.4% | -12.6% | +10.2% | -1.0% |
| 6M | -6.6% | +79.9% | -86.6% | -18.5% |
| YTD | -2.2% | +56.6% | -58.8% | -13.2% |
| 1Y | -8.0% | +61.6% | -69.6% | -19.7% |
| 3Y | -5.0% | +117.9% | -122.9% | -24.6% |
| 5Y | -2.7% | +54.2% | -56.9% | -22.1% |
| All | -44.1% | +427.7% | -471.8% | -70.7% |
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