+390.4%
DDOG vs BP
+72.6%
+317.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.3% |
| 7D | +2.9% | +3.8% | -0.9% | +2.2% |
| 30D | -31.6% | -5.3% | -26.3% | -30.9% |
| 3M | -27.0% | +9.3% | -36.2% | -28.1% |
| 6M | -10.3% | +7.2% | -17.5% | -11.6% |
| YTD | +35.4% | +38.0% | -2.6% | +25.8% |
| 1Y | -1.0% | +33.2% | -34.2% | -7.3% |
| 3Y | +76.7% | +50.3% | +26.4% | +59.9% |
| 5Y | -4.6% | +114.1% | -118.7% | -19.6% |
| All | +390.4% | +72.6% | +317.9% | +428.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling