+378.3%
DDOG vs BIL
+20.7%
+357.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.2% |
| 7D | -16.9% | +0.1% | -17.0% | -17.1% |
| 30D | -38.8% | 0.0% | -38.7% | -38.0% |
| 3M | -23.2% | +0.6% | -23.8% | -21.2% |
| 6M | -10.3% | +1.5% | -11.8% | -7.2% |
| YTD | +32.1% | +2.8% | +29.3% | +39.7% |
| 1Y | -6.1% | +3.3% | -9.4% | +0.1% |
| 3Y | +79.2% | +13.4% | +65.8% | +102.7% |
| 5Y | -8.6% | +19.8% | -28.4% | +3.9% |
| All | +378.3% | +20.7% | +357.7% | +265.0% |
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