+467.1%
DDOG vs BIDU
-8.4%
+475.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.1% | -4.9% | -2.1% |
| 7D | -10.1% | +2.4% | -12.6% | -10.8% |
| 30D | -24.8% | -10.5% | -14.3% | -22.3% |
| 3M | -12.6% | -26.2% | +13.6% | -4.5% |
| 6M | +79.9% | -16.4% | +96.3% | +87.2% |
| YTD | +56.6% | -23.9% | +80.4% | +66.5% |
| 1Y | +61.6% | +1.3% | +60.3% | +54.8% |
| 3Y | +117.9% | -32.1% | +150.0% | +128.5% |
| 5Y | +54.2% | -39.0% | +93.2% | +57.4% |
| All | +467.1% | -8.4% | +475.4% | +388.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling