+489.1%
DDOG vs BKR
+204.1%
+285.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | -0.1% |
| 7D | +3.9% | -7.0% | +10.9% | +5.1% |
| 30D | -8.2% | -8.1% | -0.1% | -7.0% |
| 3M | -5.6% | -6.6% | +1.1% | -4.7% |
| 6M | +73.5% | +0.9% | +72.7% | +71.4% |
| YTD | +62.7% | +31.1% | +31.6% | +52.4% |
| 1Y | +59.0% | +27.7% | +31.3% | +49.5% |
| 3Y | +117.1% | +71.2% | +45.9% | +91.9% |
| 5Y | +61.3% | +177.6% | -116.3% | +30.4% |
| All | +489.1% | +204.1% | +285.0% | +328.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling