+61.6%
DDOG vs BEN
+42.6%
+19.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -2.0% |
| 7D | -10.1% | +0.2% | -10.4% | -10.2% |
| 30D | -24.8% | -0.5% | -24.3% | -24.6% |
| 3M | -12.6% | +9.7% | -22.3% | -14.8% |
| 6M | +79.9% | +33.9% | +46.0% | +57.9% |
| YTD | +56.6% | +49.0% | +7.6% | +32.8% |
| 1Y | +61.6% | +42.1% | +19.5% | +25.8% |
| All | +61.6% | +42.6% | +19.0% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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