+499.9%
DDOG vs BLK
+186.0%
+313.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.1% | +9.3% | +8.4% |
| 7D | +7.7% | -2.7% | +10.3% | +9.3% |
| 30D | -13.6% | -4.8% | -8.9% | -11.2% |
| 3M | -0.9% | +6.5% | -7.4% | -5.4% |
| 6M | +75.2% | +13.1% | +62.1% | +59.5% |
| YTD | +65.7% | +1.8% | +63.8% | +60.0% |
| 1Y | +60.4% | -1.0% | +61.4% | +57.0% |
| 3Y | +130.7% | +66.0% | +64.7% | +59.0% |
| 5Y | +59.9% | +31.2% | +28.6% | +22.9% |
| All | +499.9% | +186.0% | +313.9% | +204.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling