-2.1%
BKNG vs DDOG
+81.6%
-83.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +7.2% | -11.0% | -4.0% |
| 7D | -13.1% | +7.7% | -20.8% | -13.3% |
| 30D | -18.5% | -13.6% | -4.9% | -17.9% |
| 3M | +5.8% | -0.9% | +6.7% | +4.7% |
| 6M | -2.1% | +75.2% | -77.3% | -11.8% |
| All | -2.1% | +81.6% | -83.7% | -11.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling