+117.6%
DDOG vs BKR
+69.4%
+48.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.7% | +5.1% | -0.8% |
| 7D | +3.2% | -6.7% | +9.9% | +4.1% |
| 30D | -10.2% | -8.3% | -1.8% | -9.3% |
| 3M | -2.6% | -5.4% | +2.8% | -2.1% |
| 6M | +80.1% | +0.8% | +79.3% | +76.9% |
| YTD | +63.0% | +31.8% | +31.2% | +49.2% |
| 1Y | +59.4% | +28.6% | +30.8% | +46.5% |
| All | +117.6% | +69.4% | +48.2% | +85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling