+59.0%
DDOG vs BLK
-0.2%
+59.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -0.5% |
| 7D | +3.9% | -3.3% | +7.2% | +4.4% |
| 30D | -8.2% | -6.5% | -1.7% | -7.3% |
| 3M | -5.6% | +6.7% | -12.3% | -6.3% |
| 6M | +73.5% | +14.7% | +58.8% | +66.3% |
| YTD | +62.7% | +2.5% | +60.1% | +62.5% |
| 1Y | +59.0% | -2.8% | +61.7% | +65.1% |
| All | +59.0% | -0.2% | +59.2% | +65.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling