-3.6%
DDOG vs BND
-1.7%
-1.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | 0.0% |
| 7D | +2.9% | -1.4% | +4.3% | +4.3% |
| 30D | -31.6% | +0.6% | -32.2% | -32.3% |
| 3M | -27.0% | -1.6% | -25.4% | -25.9% |
| 6M | -10.3% | -1.5% | -8.8% | -9.0% |
| YTD | +35.4% | -1.5% | +36.9% | +37.1% |
| 1Y | -1.0% | -1.1% | +0.1% | -0.2% |
| 3Y | +76.7% | +13.6% | +63.0% | +44.8% |
| All | -3.6% | -1.7% | -1.9% | -16.7% |
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