-3.6%
DDOG vs BIL
+20.3%
-23.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.3% |
| 7D | +2.9% | +0.1% | +2.8% | +2.5% |
| 30D | -31.6% | +0.3% | -32.0% | -32.6% |
| 3M | -27.0% | +1.0% | -27.9% | -29.4% |
| 6M | -10.3% | +1.9% | -12.2% | -17.1% |
| YTD | +35.4% | +3.2% | +32.2% | +17.5% |
| 1Y | -1.0% | +3.7% | -4.7% | -16.5% |
| 3Y | +76.7% | +13.8% | +62.8% | -26.7% |
| All | -3.6% | +20.3% | -23.9% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling