+467.1%
DDOG vs BEN
+64.7%
+402.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -2.3% |
| 7D | -10.1% | +0.2% | -10.4% | -10.2% |
| 30D | -24.8% | -0.5% | -24.3% | -24.5% |
| 3M | -12.6% | +9.7% | -22.3% | -15.8% |
| 6M | +79.9% | +33.9% | +46.0% | +58.5% |
| YTD | +56.6% | +49.0% | +7.6% | +32.2% |
| 1Y | +61.6% | +42.1% | +19.5% | +38.6% |
| 3Y | +117.9% | +51.9% | +66.0% | +76.9% |
| 5Y | +54.2% | +39.0% | +15.2% | +27.5% |
| All | +467.1% | +64.7% | +402.4% | +388.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling