+459.9%
DDOG vs BNS
+138.2%
+321.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -0.8% |
| 7D | -6.1% | +1.8% | -7.9% | -6.9% |
| 30D | -10.1% | +4.5% | -14.6% | -12.0% |
| 3M | -9.3% | +15.8% | -25.0% | -15.5% |
| 6M | +67.2% | +31.5% | +35.7% | +46.0% |
| YTD | +54.6% | +28.6% | +26.0% | +36.2% |
| 1Y | +54.1% | +48.2% | +5.9% | +26.7% |
| 3Y | +115.3% | +130.8% | -15.5% | +41.7% |
| 5Y | +50.6% | +94.9% | -44.3% | +8.6% |
| All | +459.9% | +138.2% | +321.6% | +278.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling