+61.6%
DDOG vs BKR
+42.5%
+19.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.9% |
| 7D | -10.1% | +1.7% | -11.9% | -9.9% |
| 30D | -24.8% | +3.3% | -28.2% | -24.4% |
| 3M | -12.6% | -3.6% | -9.0% | -13.4% |
| 6M | +79.9% | +5.0% | +74.9% | +77.6% |
| YTD | +56.6% | +40.9% | +15.6% | +45.2% |
| 1Y | +61.6% | +39.2% | +22.3% | +53.4% |
| All | +61.6% | +42.5% | +19.1% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 1y: compounded portfolio wealth divided by compounded BKR 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…
1y analysis · Full analysis span regression · 6 months rolling