+489.1%
DDOG vs BG
+163.1%
+326.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | 0.0% |
| 7D | +3.9% | +3.1% | +0.8% | +3.4% |
| 30D | -8.2% | +10.2% | -18.4% | -9.5% |
| 3M | -5.6% | -1.7% | -3.9% | -5.6% |
| 6M | +73.5% | +1.0% | +72.5% | +72.3% |
| YTD | +62.7% | +39.9% | +22.8% | +52.6% |
| 1Y | +59.0% | +53.2% | +5.8% | +45.9% |
| 3Y | +117.1% | +16.3% | +100.9% | +108.3% |
| 5Y | +61.3% | +83.9% | -22.6% | +35.4% |
| All | +489.1% | +163.1% | +326.0% | +295.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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