+19.8%
DDOG vs BNS
+52.0%
-32.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +3.0% | -17.4% | -14.0% |
| 7D | -32.2% | +2.0% | -34.2% | -31.9% |
| 30D | -31.7% | +7.8% | -39.5% | -31.1% |
| 3M | -34.5% | +11.7% | -46.2% | -33.4% |
| 6M | +28.7% | +28.2% | +0.4% | +31.0% |
| YTD | +38.8% | +34.8% | +4.0% | +38.4% |
| 1Y | +19.8% | +51.1% | -31.2% | +9.7% |
| All | +19.8% | +52.0% | -32.2% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling