+19.8%
DDOG vs BAH
+6.2%
+13.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +1.5% | -15.9% | -14.7% |
| 7D | -32.2% | +5.8% | -38.0% | -33.0% |
| 30D | -31.7% | +28.7% | -60.4% | -35.3% |
| 3M | -34.5% | +20.9% | -55.4% | -37.0% |
| 6M | +28.7% | +15.2% | +13.5% | +25.5% |
| YTD | +38.8% | +7.1% | +31.7% | +34.3% |
| 1Y | +19.8% | +6.4% | +13.4% | +18.3% |
| All | +19.8% | +6.2% | +13.6% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling