+91.7%
BKNG vs DDOG
+61.5%
+30.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.8% |
| 7D | -10.7% | +3.2% | -13.9% | -11.3% |
| 30D | -18.1% | -10.2% | -8.0% | -16.7% |
| 3M | +8.5% | -2.6% | +11.1% | +7.3% |
| 6M | -0.1% | +80.1% | -80.2% | -15.7% |
| YTD | -18.2% | +63.0% | -81.3% | -30.0% |
| 1Y | -19.9% | +59.4% | -79.2% | -32.0% |
| 3Y | +41.6% | +127.0% | -85.4% | +5.6% |
| All | +91.7% | +61.5% | +30.2% | +52.9% |
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