+467.1%
DDOG vs BAX
-66.6%
+533.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.1% |
| 7D | -10.1% | -1.1% | -9.0% | -9.9% |
| 30D | -24.8% | -5.5% | -19.4% | -23.9% |
| 3M | -12.6% | +33.5% | -46.1% | -18.0% |
| 6M | +79.9% | +35.9% | +44.1% | +67.2% |
| YTD | +56.6% | +35.4% | +21.2% | +44.1% |
| 1Y | +61.6% | +9.8% | +51.8% | +55.6% |
| 3Y | +117.9% | -32.7% | +150.6% | +132.0% |
| 5Y | +54.2% | -65.6% | +119.8% | +100.0% |
| All | +467.1% | -66.6% | +533.7% | +580.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling