+391.0%
DDOG vs BAX
-65.9%
+457.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.4% |
| 7D | -2.3% | -0.6% | -1.7% | -2.1% |
| 30D | -35.8% | +6.3% | -42.1% | -36.8% |
| 3M | -25.3% | -4.6% | -20.7% | -24.8% |
| 6M | -8.9% | +50.4% | -59.3% | -17.2% |
| YTD | +35.6% | +38.0% | -2.4% | +23.9% |
| 1Y | -6.8% | +44.6% | -51.4% | -15.9% |
| 3Y | +77.9% | -15.1% | +93.0% | +77.1% |
| 5Y | -3.1% | -63.3% | +60.2% | +23.2% |
| All | +391.0% | -65.9% | +457.0% | +485.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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