+467.1%
DDOG vs BND
+5.9%
+461.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -10.1% | -0.1% | -10.0% | -10.0% |
| 30D | -24.8% | -0.4% | -24.5% | -24.5% |
| 3M | -12.6% | -0.6% | -12.0% | -12.0% |
| 6M | +79.9% | -1.4% | +81.4% | +82.6% |
| YTD | +56.6% | -0.2% | +56.8% | +56.9% |
| 1Y | +61.6% | +1.3% | +60.3% | +59.4% |
| 3Y | +117.9% | +13.2% | +104.7% | +87.1% |
| 5Y | +54.2% | -1.6% | +55.8% | +48.9% |
| All | +467.1% | +5.9% | +461.2% | +497.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling