+75.5%
DDOG vs BIYA
-99.9%
+175.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.4% | 0.0% | +3.3% |
| 7D | -2.3% | +2.5% | -4.8% | -2.3% |
| 30D | -35.8% | -22.3% | -13.5% | -35.5% |
| 3M | -25.3% | -54.8% | +29.5% | -24.3% |
| 6M | -8.9% | -86.5% | +77.6% | -9.5% |
| YTD | +35.6% | -96.8% | +132.4% | +39.2% |
| 1Y | -6.8% | -98.6% | +91.8% | +3.5% |
| All | +75.5% | -99.9% | +175.4% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling