+115.1%
BKNG vs DDOG
+458.3%
-343.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +7.2% | -11.0% | -5.1% |
| 7D | -13.1% | +7.7% | -20.8% | -14.4% |
| 30D | -18.5% | -13.6% | -4.9% | -16.7% |
| 3M | +5.8% | -0.9% | +6.7% | +4.4% |
| 6M | -2.1% | +75.2% | -77.3% | -15.1% |
| YTD | -18.6% | +65.7% | -84.3% | -29.1% |
| 1Y | -21.7% | +60.4% | -82.0% | -32.1% |
| 3Y | +40.9% | +130.7% | -89.8% | +9.8% |
| 5Y | +91.0% | +59.9% | +31.1% | +51.3% |
| All | +115.1% | +458.3% | -343.2% | +21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling