+121.1%
DDOG vs BHP
+81.6%
+39.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.3% | +6.9% | +7.1% |
| 7D | +7.7% | +0.9% | +6.8% | +7.4% |
| 30D | -13.6% | +4.0% | -17.6% | -14.5% |
| 3M | -0.9% | +11.3% | -12.2% | -3.5% |
| 6M | +75.2% | +29.3% | +45.9% | +64.1% |
| YTD | +65.7% | +59.2% | +6.4% | +44.7% |
| 1Y | +60.4% | +80.8% | -20.5% | +34.6% |
| All | +121.1% | +81.6% | +39.5% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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