-3.4%
DDOG vs BAH
+3.0%
-6.4%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | +5.6% | -2.6% | +8.2% | +6.0% |
| 30D | -34.9% | +20.4% | -55.3% | -37.7% |
| 3M | -23.4% | +11.9% | -35.3% | -25.5% |
| 6M | -7.7% | +17.1% | -24.9% | -10.8% |
| YTD | +35.6% | +5.5% | +30.1% | +29.3% |
| 1Y | -3.4% | +5.6% | -9.0% | -8.8% |
| All | -3.4% | +3.0% | -6.4% | -8.8% |
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