+467.1%
DDOG vs BIL
+20.3%
+446.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.8% |
| 7D | -10.1% | +0.1% | -10.2% | -10.0% |
| 30D | -24.8% | +0.3% | -25.1% | -24.3% |
| 3M | -12.6% | +0.9% | -13.5% | -11.5% |
| 6M | +79.9% | +1.8% | +78.1% | +84.9% |
| YTD | +56.6% | +2.4% | +54.1% | +62.4% |
| 1Y | +61.6% | +3.7% | +57.9% | +70.4% |
| 3Y | +117.9% | +14.2% | +103.7% | +143.0% |
| 5Y | +54.2% | +19.4% | +34.8% | +71.6% |
| All | +467.1% | +20.3% | +446.8% | +323.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling