+459.9%
DDOG vs BG
+166.3%
+293.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.4% | -5.6% | -1.9% |
| 7D | -6.1% | +2.4% | -8.4% | -6.4% |
| 30D | -10.1% | +15.0% | -25.2% | -11.9% |
| 3M | -9.3% | -0.7% | -8.6% | -9.4% |
| 6M | +67.2% | +7.5% | +59.7% | +64.4% |
| YTD | +54.6% | +41.6% | +13.0% | +44.8% |
| 1Y | +54.1% | +50.7% | +3.4% | +42.0% |
| 3Y | +115.3% | +20.3% | +95.0% | +105.1% |
| 5Y | +50.6% | +85.2% | -34.6% | +26.4% |
| All | +459.9% | +166.3% | +293.6% | +275.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling