+50.6%
DDOG vs BEN
+42.4%
+8.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.0% | -1.1% |
| 7D | -6.1% | +4.7% | -10.8% | -8.6% |
| 30D | -10.1% | +2.6% | -12.7% | -11.6% |
| 3M | -9.3% | +11.5% | -20.8% | -14.9% |
| 6M | +67.2% | +35.3% | +31.9% | +37.5% |
| YTD | +54.6% | +48.6% | +6.0% | +20.0% |
| 1Y | +54.1% | +46.7% | +7.4% | +20.2% |
| 3Y | +115.3% | +57.0% | +58.2% | +52.2% |
| 5Y | +50.6% | +41.8% | +8.8% | +13.9% |
| All | +50.6% | +42.4% | +8.3% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling