+76.7%
DDOG vs BNS
+149.7%
-73.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | +2.9% | +0.9% | +1.9% | +2.6% |
| 30D | -31.6% | +2.8% | -34.4% | -32.1% |
| 3M | -27.0% | +3.0% | -30.0% | -27.5% |
| 6M | -10.3% | +23.3% | -33.6% | -16.7% |
| YTD | +35.4% | +29.3% | +6.1% | +22.2% |
| 1Y | -1.0% | +41.7% | -42.7% | -14.7% |
| 3Y | +76.7% | +147.7% | -71.1% | +15.5% |
| All | +76.7% | +149.7% | -73.0% | +15.5% |
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