+59.9%
DDOG vs BIDU
-42.3%
+102.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.6% | +7.7% | +7.3% |
| 7D | +7.7% | -2.4% | +10.1% | +8.4% |
| 30D | -13.6% | -16.0% | +2.3% | -8.9% |
| 3M | -0.9% | -24.0% | +23.1% | +7.8% |
| 6M | +75.2% | -24.9% | +100.1% | +89.0% |
| YTD | +65.7% | -29.6% | +95.2% | +81.1% |
| 1Y | +60.4% | -15.2% | +75.5% | +62.2% |
| 3Y | +130.7% | -32.2% | +162.8% | +142.5% |
| 5Y | +59.9% | -43.8% | +103.6% | +68.4% |
| All | +59.9% | -42.3% | +102.1% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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