+459.9%
DDOG vs BIL
+20.3%
+439.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.2% |
| 7D | -6.1% | +0.1% | -6.2% | -5.9% |
| 30D | -10.1% | +0.3% | -10.4% | -9.6% |
| 3M | -9.3% | +0.9% | -10.2% | -8.2% |
| 6M | +67.2% | +1.8% | +65.4% | +71.8% |
| YTD | +54.6% | +2.5% | +52.1% | +60.4% |
| 1Y | +54.1% | +3.7% | +50.4% | +62.4% |
| 3Y | +115.3% | +14.1% | +101.2% | +140.3% |
| 5Y | +50.6% | +19.4% | +31.2% | +67.6% |
| All | +459.9% | +20.3% | +439.5% | +318.4% |
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