+391.0%
DDOG vs BIL
+21.1%
+369.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.3% | +3.4% |
| 7D | -2.3% | +0.1% | -2.4% | -2.2% |
| 30D | -35.8% | +0.3% | -36.2% | -35.4% |
| 3M | -25.3% | +0.9% | -26.2% | -23.9% |
| 6M | -8.9% | +1.9% | -10.7% | -6.3% |
| YTD | +35.6% | +3.1% | +32.4% | +42.6% |
| 1Y | -6.8% | +3.7% | -10.5% | -1.3% |
| 3Y | +77.9% | +13.8% | +64.1% | +100.0% |
| 5Y | -3.1% | +20.2% | -23.4% | +9.5% |
| All | +391.0% | +21.1% | +369.9% | +273.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 10y: compounded portfolio wealth divided by compounded BIL 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…
10y analysis · Full analysis span regression · 6 months rolling