+391.2%
DDOG vs BIL
+21.1%
+370.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +5.6% | +0.1% | +5.6% | +5.8% |
| 30D | -34.9% | +0.3% | -35.2% | -34.5% |
| 3M | -23.4% | +0.9% | -24.4% | -22.0% |
| 6M | -7.7% | +1.8% | -9.6% | -5.2% |
| YTD | +35.6% | +3.1% | +32.5% | +42.6% |
| 1Y | -3.4% | +3.7% | -7.0% | +2.3% |
| 3Y | +78.0% | +13.8% | +64.2% | +100.0% |
| 5Y | -4.4% | +20.2% | -24.7% | +8.0% |
| All | +391.2% | +21.1% | +370.1% | +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