+391.2%
DDOG vs BN
+132.9%
+258.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.6% |
| 7D | +5.6% | -0.3% | +5.9% | +5.7% |
| 30D | -34.9% | +13.6% | -48.5% | -40.2% |
| 3M | -23.4% | -6.7% | -16.8% | -21.5% |
| 6M | -7.7% | -9.0% | +1.2% | -4.7% |
| YTD | +35.6% | -8.8% | +44.4% | +39.4% |
| 1Y | -3.4% | -10.6% | +7.2% | +0.3% |
| 3Y | +78.0% | +98.8% | -20.8% | +13.2% |
| 5Y | -4.4% | +33.6% | -38.1% | -24.6% |
| All | +391.2% | +132.9% | +258.4% | +241.7% |
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