+76.7%
DDOG vs BIL
+13.8%
+62.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.1% |
| 7D | +2.9% | +0.1% | +2.8% | +3.1% |
| 30D | -31.6% | +0.3% | -32.0% | -30.6% |
| 3M | -27.0% | +1.0% | -27.9% | -23.0% |
| 6M | -10.3% | +1.9% | -12.2% | -2.8% |
| YTD | +35.4% | +3.2% | +32.2% | +50.7% |
| 1Y | -1.0% | +3.7% | -4.7% | +11.4% |
| 3Y | +76.7% | +13.8% | +62.8% | +82.8% |
| All | +76.7% | +13.8% | +62.8% | +82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling