+19.8%
DDOG vs BKR
+5.7%
+14.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -5.5% | -8.9% | -14.5% |
| 7D | -32.2% | -8.8% | -23.5% | -32.4% |
| 30D | -31.7% | -13.1% | -18.6% | -32.3% |
| 3M | -34.5% | -18.9% | -15.6% | -35.8% |
| 6M | +28.7% | -27.2% | +55.9% | +24.0% |
| YTD | +38.8% | +10.7% | +28.1% | +23.7% |
| 1Y | +19.8% | +9.7% | +10.2% | +3.4% |
| All | +19.8% | +5.7% | +14.1% | +3.4% |
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