+100.5%
BAC vs DDOG
+357.1%
-256.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | +1.5% | +5.6% | -4.1% | +1.0% |
| 30D | -6.4% | -34.9% | +28.5% | -2.9% |
| 3M | -21.7% | -23.4% | +1.8% | -20.2% |
| 6M | +0.5% | -7.7% | +8.2% | -0.2% |
| YTD | -6.7% | +35.6% | -42.3% | -12.2% |
| 1Y | -4.7% | -3.4% | -1.3% | -6.8% |
| 3Y | +96.1% | +78.0% | +18.1% | +75.9% |
| 5Y | +21.7% | -4.4% | +26.1% | +10.5% |
| All | +100.5% | +357.1% | -256.7% | +28.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling