+59.9%
DDOG vs BND
-1.8%
+61.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.2% | +7.4% | +7.4% |
| 7D | +7.7% | -0.1% | +7.8% | +7.8% |
| 30D | -13.6% | -0.2% | -13.4% | -13.4% |
| 3M | -0.9% | -0.7% | -0.2% | -0.1% |
| 6M | +75.2% | -1.7% | +76.9% | +78.6% |
| YTD | +65.7% | -0.5% | +66.2% | +66.5% |
| 1Y | +60.4% | +0.4% | +60.0% | +59.5% |
| 3Y | +130.7% | +13.1% | +117.5% | +90.9% |
| 5Y | +59.9% | -2.1% | +62.0% | +64.0% |
| All | +59.9% | -1.8% | +61.7% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 5y: compounded portfolio wealth divided by compounded BND 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…
5y analysis · Full analysis span regression · 6 months rolling