-8.9%
DDOG vs BAX
+46.8%
-55.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.3% |
| 7D | -2.3% | -0.6% | -1.7% | -2.3% |
| 30D | -35.8% | +6.3% | -42.1% | -35.4% |
| 3M | -25.3% | -4.6% | -20.7% | -24.9% |
| 6M | -8.9% | +50.4% | -59.3% | +15.7% |
| All | -8.9% | +46.8% | -55.7% | +15.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling