+499.9%
DDOG vs BKR
+227.7%
+272.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.4% | +7.6% | +7.2% |
| 7D | +7.7% | -1.5% | +9.2% | +7.9% |
| 30D | -13.6% | -0.7% | -12.9% | -13.6% |
| 3M | -0.9% | +0.5% | -1.4% | -1.2% |
| 6M | +75.2% | +6.6% | +68.6% | +71.7% |
| YTD | +65.7% | +41.3% | +24.4% | +53.4% |
| 1Y | +60.4% | +42.2% | +18.2% | +48.1% |
| 3Y | +130.7% | +83.4% | +47.2% | +101.6% |
| 5Y | +59.9% | +203.6% | -143.7% | +27.5% |
| All | +499.9% | +227.7% | +272.2% | +331.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling