+117.6%
DDOG vs BNS
+129.0%
-11.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | +3.2% | -2.2% | +5.4% | +3.8% |
| 30D | -10.2% | +4.5% | -14.6% | -11.3% |
| 3M | -2.6% | +14.9% | -17.5% | -6.9% |
| 6M | +80.1% | +32.5% | +47.7% | +61.7% |
| YTD | +63.0% | +28.6% | +34.4% | +48.1% |
| 1Y | +59.4% | +48.4% | +11.0% | +35.4% |
| All | +117.6% | +129.0% | -11.3% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling