+5,123.1%
BE vs DDOG
+342.1%
+4,781.0%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.1% |
| 7D | -13.4% | -19.1% | +5.7% | -6.2% |
| 30D | -33.9% | -39.2% | +5.3% | -20.6% |
| 3M | -12.0% | -31.6% | +19.6% | +0.3% |
| 6M | -29.0% | -10.9% | -18.1% | -29.4% |
| YTD | +113.4% | +31.2% | +82.2% | +68.2% |
| 1Y | +33.2% | -10.7% | +43.9% | +25.7% |
| 3Y | +1,659.2% | +72.1% | +1,587.1% | +1,048.3% |
| 5Y | +461.4% | -5.5% | +466.9% | +333.0% |
| All | +5,123.1% | +342.1% | +4,781.0% | +2,001.6% |
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