+18.0%
BAC vs DDOG
-3.9%
+21.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -0.9% |
| 7D | -1.2% | -23.9% | +22.7% | +1.3% |
| 30D | -7.7% | -34.0% | +26.4% | -4.1% |
| 3M | -21.2% | -21.9% | +0.8% | -19.8% |
| 6M | -6.8% | +24.6% | -31.4% | -11.5% |
| YTD | -8.7% | +31.7% | -40.4% | -14.6% |
| 1Y | -5.3% | -6.2% | +0.9% | -7.4% |
| 3Y | +87.4% | +125.1% | -37.6% | +59.1% |
| All | +18.0% | -3.9% | +21.9% | +3.6% |
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