+19.8%
DDOG vs BNY
+45.2%
-25.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +2.3% | -16.7% | -14.5% |
| 7D | -32.2% | +2.8% | -35.0% | -32.3% |
| 30D | -31.7% | +6.7% | -38.4% | -31.9% |
| 3M | -34.5% | -2.2% | -32.3% | -34.5% |
| 6M | +28.7% | +16.8% | +11.9% | +24.3% |
| YTD | +38.8% | +33.9% | +4.9% | +23.5% |
| 1Y | +19.8% | +43.9% | -24.1% | +2.7% |
| All | +19.8% | +45.2% | -25.3% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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