+1,683.6%
BE vs DDOG
+78.7%
+1,604.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.3% | +11.6% | +11.9% |
| 7D | -1.2% | -16.9% | +15.7% | +1.8% |
| 30D | -30.9% | -38.8% | +7.9% | -25.9% |
| 3M | -11.6% | -23.2% | +11.6% | -7.7% |
| 6M | -25.7% | -10.3% | -15.5% | -24.7% |
| YTD | +123.1% | +32.1% | +91.0% | +106.3% |
| 1Y | +43.4% | -6.1% | +49.5% | +49.3% |
| 3Y | +1,683.6% | +79.2% | +1,604.4% | +882.7% |
| All | +1,683.6% | +78.7% | +1,604.9% | +882.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling