+19.8%
DDOG vs BEN
+56.2%
-36.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +4.7% | -19.1% | -15.7% |
| 7D | -32.2% | +6.7% | -39.0% | -33.7% |
| 30D | -31.7% | +3.0% | -34.7% | -32.4% |
| 3M | -34.5% | -4.3% | -30.2% | -33.4% |
| 6M | +28.7% | +16.4% | +12.3% | +20.7% |
| YTD | +38.8% | +46.8% | -8.0% | +11.2% |
| 1Y | +19.8% | +57.3% | -37.5% | -10.7% |
| All | +19.8% | +56.2% | -36.4% | -10.7% |
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