+49.2%
DDOG vs BB
-24.3%
+73.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -2.1% |
| 7D | -6.1% | +0.5% | -6.6% | -6.2% |
| 30D | -10.1% | -12.4% | +2.2% | -5.5% |
| 3M | -9.3% | -15.3% | +6.0% | -5.5% |
| 6M | +67.2% | +128.8% | -61.6% | +14.3% |
| YTD | +54.6% | +107.7% | -53.1% | +10.3% |
| 1Y | +54.1% | +103.9% | -49.8% | +8.6% |
| 3Y | +115.3% | +72.6% | +42.7% | +46.1% |
| All | +49.2% | -24.3% | +73.5% | +44.2% |
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