-8.6%
DDOG vs BB
-18.0%
+9.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | -1.9% |
| 7D | -16.9% | +15.0% | -31.8% | -21.9% |
| 30D | -38.8% | +3.5% | -42.2% | -39.8% |
| 3M | -23.2% | +2.7% | -25.9% | -24.9% |
| 6M | -10.3% | +44.7% | -55.0% | -26.4% |
| YTD | +32.1% | +143.3% | -111.2% | -13.5% |
| 1Y | -6.1% | +102.2% | -108.3% | -34.1% |
| 3Y | +79.2% | +156.1% | -76.9% | -1.9% |
| 5Y | -8.6% | -17.6% | +9.0% | +12.8% |
| All | -8.6% | -18.0% | +9.4% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling