+125.1%
DDOG vs BP
+42.8%
+82.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.6% |
| 7D | -23.9% | -11.6% | -12.3% | -23.1% |
| 30D | -34.0% | 0.0% | -34.1% | -33.8% |
| 3M | -21.9% | +6.7% | -28.7% | -22.1% |
| 6M | +24.6% | +2.2% | +22.4% | +24.9% |
| YTD | +31.7% | +33.0% | -1.3% | +24.5% |
| 1Y | -6.2% | +30.7% | -36.9% | -10.9% |
| 3Y | +125.1% | +44.2% | +80.9% | +110.3% |
| All | +125.1% | +42.8% | +82.3% | +110.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling