+499.9%
DDOG vs BNY
+321.3%
+178.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.2% | +7.4% | +7.2% |
| 7D | +7.7% | +0.3% | +7.4% | +7.6% |
| 30D | -13.6% | +1.9% | -15.5% | -14.3% |
| 3M | -0.9% | +13.9% | -14.8% | -5.9% |
| 6M | +75.2% | +42.3% | +32.9% | +52.5% |
| YTD | +65.7% | +41.8% | +23.8% | +44.2% |
| 1Y | +60.4% | +57.9% | +2.4% | +33.9% |
| 3Y | +130.7% | +290.7% | -160.1% | +39.0% |
| 5Y | +59.9% | +252.3% | -192.4% | -1.8% |
| All | +499.9% | +321.3% | +178.6% | +231.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling