+61.6%
DDOG vs BNY
+59.6%
+2.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -10.1% | +1.4% | -11.6% | -10.3% |
| 30D | -24.8% | +3.8% | -28.6% | -25.0% |
| 3M | -12.6% | +14.9% | -27.5% | -14.2% |
| 6M | +79.9% | +40.3% | +39.6% | +63.9% |
| YTD | +56.6% | +43.8% | +12.8% | +41.3% |
| 1Y | +61.6% | +58.9% | +2.7% | +44.7% |
| All | +61.6% | +59.6% | +2.0% | +44.7% |
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