+54.1%
DDOG vs BAH
-27.4%
+81.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.3% | -1.1% |
| 7D | -6.1% | -4.3% | -1.7% | -5.1% |
| 30D | -10.1% | -4.5% | -5.7% | -9.2% |
| 3M | -9.3% | -7.6% | -1.7% | -7.4% |
| 6M | +67.2% | -10.6% | +77.8% | +71.8% |
| YTD | +54.6% | -12.6% | +67.2% | +56.3% |
| 1Y | +54.1% | -27.0% | +81.1% | +60.6% |
| All | +54.1% | -27.4% | +81.5% | +60.6% |
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