+489.1%
DDOG vs BLK
+188.0%
+301.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -1.2% |
| 7D | +3.9% | -3.3% | +7.2% | +5.8% |
| 30D | -8.2% | -6.5% | -1.7% | -4.5% |
| 3M | -5.6% | +6.7% | -12.3% | -10.0% |
| 6M | +73.5% | +14.7% | +58.8% | +56.7% |
| YTD | +62.7% | +2.5% | +60.1% | +56.5% |
| 1Y | +59.0% | -2.8% | +61.7% | +57.6% |
| 3Y | +117.1% | +65.9% | +51.3% | +49.8% |
| 5Y | +61.3% | +33.0% | +28.3% | +23.1% |
| All | +489.1% | +188.0% | +301.1% | +197.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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