+499.9%
DDOG vs BEN
+61.8%
+438.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.5% | +8.7% | +7.8% |
| 7D | +7.7% | +3.4% | +4.3% | +6.2% |
| 30D | -13.6% | +1.8% | -15.4% | -14.3% |
| 3M | -0.9% | +8.4% | -9.3% | -4.1% |
| 6M | +75.2% | +35.6% | +39.6% | +53.5% |
| YTD | +65.7% | +46.4% | +19.3% | +40.7% |
| 1Y | +60.4% | +46.3% | +14.1% | +36.0% |
| 3Y | +130.7% | +54.6% | +76.1% | +85.8% |
| 5Y | +59.9% | +39.4% | +20.5% | +32.5% |
| All | +499.9% | +61.8% | +438.2% | +420.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling