+499.9%
DDOG vs BAH
+14.1%
+485.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.1% | +7.0% | +7.1% |
| 7D | +7.7% | -1.3% | +9.0% | +8.1% |
| 30D | -13.6% | -6.6% | -7.0% | -12.1% |
| 3M | -0.9% | -7.2% | +6.2% | +0.5% |
| 6M | +75.2% | -10.0% | +85.2% | +79.1% |
| YTD | +65.7% | -12.5% | +78.1% | +69.1% |
| 1Y | +60.4% | -27.9% | +88.3% | +71.7% |
| 3Y | +130.7% | -31.4% | +162.1% | +138.1% |
| 5Y | +59.9% | -3.2% | +63.1% | +42.2% |
| All | +499.9% | +14.1% | +485.8% | +369.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling