+467.1%
DDOG vs BN
+125.0%
+342.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | -10.1% | -2.5% | -7.7% | -8.8% |
| 30D | -24.8% | -9.5% | -15.3% | -20.3% |
| 3M | -12.6% | -10.4% | -2.2% | -7.2% |
| 6M | +79.9% | -6.4% | +86.3% | +84.3% |
| YTD | +56.6% | -11.9% | +68.4% | +66.4% |
| 1Y | +61.6% | -8.6% | +70.2% | +67.4% |
| 3Y | +117.9% | +77.6% | +40.3% | +49.2% |
| 5Y | +54.2% | +37.0% | +17.2% | +23.5% |
| All | +467.1% | +125.0% | +342.0% | +307.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling