+50.6%
DDOG vs BAX
-67.0%
+117.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.5% | -0.6% |
| 7D | -6.1% | -2.4% | -3.6% | -5.7% |
| 30D | -10.1% | -9.7% | -0.4% | -8.5% |
| 3M | -9.3% | +29.3% | -38.5% | -13.4% |
| 6M | +67.2% | +40.7% | +26.5% | +56.5% |
| YTD | +54.6% | +30.3% | +24.3% | +45.2% |
| 1Y | +54.1% | +3.4% | +50.7% | +51.2% |
| 3Y | +115.3% | -32.0% | +147.3% | +126.7% |
| 5Y | +50.6% | -66.9% | +117.5% | +95.8% |
| All | +50.6% | -67.0% | +117.7% | +95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling