+499.9%
DDOG vs BP
+70.5%
+429.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.8% | +5.4% | +6.9% |
| 7D | +7.7% | +4.0% | +3.7% | +7.0% |
| 30D | -13.6% | +7.8% | -21.5% | -14.8% |
| 3M | -0.9% | +8.4% | -9.3% | -2.6% |
| 6M | +75.2% | +15.1% | +60.2% | +69.6% |
| YTD | +65.7% | +36.4% | +29.2% | +54.2% |
| 1Y | +60.4% | +40.9% | +19.5% | +48.2% |
| 3Y | +130.7% | +38.8% | +91.8% | +111.6% |
| 5Y | +59.9% | +141.1% | -81.2% | +32.2% |
| All | +499.9% | +70.5% | +429.4% | +547.7% |
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