+63.6%
DDOG vs BNS
+94.7%
-31.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.6% |
| 7D | +3.9% | -0.4% | +4.3% | +4.1% |
| 30D | -8.2% | +3.5% | -11.6% | -10.3% |
| 3M | -5.6% | +14.1% | -19.6% | -14.0% |
| 6M | +73.5% | +33.8% | +39.7% | +40.3% |
| YTD | +62.7% | +29.5% | +33.2% | +34.2% |
| 1Y | +59.0% | +48.4% | +10.6% | +18.1% |
| 3Y | +117.1% | +129.6% | -12.5% | +11.7% |
| All | +63.6% | +94.7% | -31.1% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling