+391.2%
DDOG vs BIDU
-28.5%
+419.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.9% |
| 7D | +5.6% | -2.3% | +8.0% | +6.4% |
| 30D | -34.9% | -7.3% | -27.6% | -33.4% |
| 3M | -23.4% | -26.0% | +2.5% | -16.4% |
| 6M | -7.7% | -44.5% | +36.8% | +9.5% |
| YTD | +35.6% | -40.6% | +76.2% | +55.5% |
| 1Y | -3.4% | -39.8% | +36.4% | +9.9% |
| 3Y | +78.0% | -26.7% | +104.7% | +78.7% |
| 5Y | -4.4% | -54.5% | +50.0% | +6.8% |
| All | +391.2% | -28.5% | +419.7% | +355.6% |
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