+376.8%
DDOG vs BIL
+20.7%
+356.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.4% |
| 7D | -23.9% | -0.3% | -23.6% | -23.2% |
| 30D | -34.0% | 0.0% | -34.0% | -33.1% |
| 3M | -21.9% | +0.6% | -22.5% | -19.8% |
| 6M | +24.6% | +1.5% | +23.1% | +29.0% |
| YTD | +31.7% | +2.8% | +28.9% | +39.4% |
| 1Y | -6.2% | +3.3% | -9.5% | +0.1% |
| 3Y | +125.1% | +13.5% | +111.6% | +154.5% |
| 5Y | -3.5% | +19.8% | -23.3% | +9.6% |
| All | +376.8% | +20.7% | +356.1% | +262.9% |
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