+147.6%
BAC vs DDOG
+421.0%
-273.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | +1.2% | -6.1% | +7.2% | +1.7% |
| 30D | -0.7% | -10.1% | +9.4% | +0.1% |
| 3M | +16.9% | -9.3% | +26.2% | +17.2% |
| 6M | +29.6% | +67.2% | -37.6% | +20.7% |
| YTD | +15.3% | +54.6% | -39.3% | +7.7% |
| 1Y | +28.8% | +54.1% | -25.3% | +19.9% |
| 3Y | +136.4% | +115.3% | +21.1% | +108.5% |
| 5Y | +72.9% | +50.6% | +22.3% | +51.8% |
| All | +147.6% | +421.0% | -273.4% | +57.7% |
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 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