+499.9%
DDOG vs BN
+115.0%
+384.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.9% | +9.1% | +8.2% |
| 7D | +7.7% | -3.0% | +10.7% | +9.4% |
| 30D | -13.6% | -13.0% | -0.6% | -6.7% |
| 3M | -0.9% | -15.2% | +14.3% | +8.6% |
| 6M | +75.2% | -5.9% | +81.1% | +79.0% |
| YTD | +65.7% | -15.8% | +81.4% | +80.5% |
| 1Y | +60.4% | -12.2% | +72.6% | +69.8% |
| 3Y | +130.7% | +72.2% | +58.5% | +60.5% |
| 5Y | +59.9% | +33.2% | +26.7% | +30.5% |
| All | +499.9% | +115.0% | +384.9% | +342.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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