+117.1%
DDOG vs BNY
+287.0%
-169.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | +3.9% | -1.3% | +5.2% | +4.5% |
| 30D | -8.2% | -0.2% | -8.0% | -8.2% |
| 3M | -5.6% | +14.9% | -20.5% | -11.8% |
| 6M | +73.5% | +40.0% | +33.5% | +45.2% |
| YTD | +62.7% | +42.0% | +20.7% | +34.6% |
| 1Y | +59.0% | +56.9% | +2.1% | +24.1% |
| 3Y | +117.1% | +289.9% | -172.7% | +15.9% |
| All | +117.1% | +287.0% | -169.9% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling