+76.7%
DDOG vs BEN
+86.4%
-9.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +2.9% | +6.8% | -3.9% | +0.5% |
| 30D | -31.6% | +18.0% | -49.6% | -35.6% |
| 3M | -27.0% | +7.5% | -34.5% | -29.0% |
| 6M | -10.3% | +14.7% | -25.0% | -14.8% |
| YTD | +35.4% | +56.1% | -20.7% | +13.5% |
| 1Y | -1.0% | +69.6% | -70.6% | -19.6% |
| 3Y | +76.7% | +87.7% | -11.0% | +31.1% |
| All | +76.7% | +86.4% | -9.7% | +31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling