+64.0%
DDOG vs BKR
+174.4%
-110.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.7% | +5.1% | -0.3% |
| 7D | +3.2% | -6.7% | +9.9% | +4.6% |
| 30D | -10.2% | -8.3% | -1.8% | -8.7% |
| 3M | -2.6% | -5.4% | +2.8% | -1.8% |
| 6M | +80.1% | +0.8% | +79.3% | +77.1% |
| YTD | +63.0% | +31.8% | +31.2% | +49.0% |
| 1Y | +59.4% | +28.6% | +30.8% | +46.3% |
| 3Y | +127.0% | +71.2% | +55.8% | +92.1% |
| All | +64.0% | +174.4% | -110.4% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling