+19.8%
DDOG vs BB
+88.0%
-68.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +7.0% | -21.4% | -16.6% |
| 7D | -32.2% | -6.8% | -25.4% | -30.7% |
| 30D | -31.7% | -3.5% | -28.2% | -31.0% |
| 3M | -34.5% | -1.2% | -33.3% | -34.7% |
| 6M | +28.7% | +57.0% | -28.3% | +11.7% |
| YTD | +38.8% | +131.1% | -92.4% | +3.5% |
| 1Y | +19.8% | +87.6% | -67.8% | -13.6% |
| All | +19.8% | +88.0% | -68.2% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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