+19.8%
DDOG vs BBWI
+2.4%
+17.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +4.1% | -18.5% | -14.5% |
| 7D | -32.2% | +8.8% | -41.0% | -32.5% |
| 30D | -31.7% | +34.8% | -66.5% | -33.0% |
| 3M | -34.5% | +12.9% | -47.4% | -34.7% |
| 6M | +28.7% | +29.6% | -0.9% | +25.8% |
| YTD | +38.8% | +20.8% | +18.0% | +36.8% |
| 1Y | +19.8% | +4.1% | +15.7% | +20.2% |
| All | +19.8% | +2.4% | +17.4% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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