+391.0%
DDOG vs BEN
+73.9%
+317.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.3% | +3.3% |
| 7D | -2.3% | +7.2% | -9.5% | -5.0% |
| 30D | -35.8% | +14.1% | -49.9% | -39.3% |
| 3M | -25.3% | +9.9% | -35.2% | -28.4% |
| 6M | -8.9% | +17.4% | -26.3% | -15.1% |
| YTD | +35.6% | +57.3% | -21.7% | +11.5% |
| 1Y | -6.8% | +66.9% | -73.8% | -25.2% |
| 3Y | +77.9% | +85.7% | -7.8% | +32.6% |
| 5Y | -3.1% | +31.2% | -34.3% | -20.3% |
| All | +391.0% | +73.9% | +317.2% | +312.2% |
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