-10.1%
DDOG vs BIL
+3.3%
-13.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | 0.0% |
| 7D | -16.9% | +0.1% | -17.0% | -17.9% |
| 30D | -38.8% | 0.0% | -38.7% | -35.0% |
| 3M | -23.2% | +0.6% | -23.8% | -9.0% |
| 6M | -10.3% | +1.5% | -11.8% | +8.4% |
| YTD | +32.1% | +2.8% | +29.3% | +79.3% |
| All | -10.1% | +3.3% | -13.4% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling