+115.3%
DDOG vs BP
+36.5%
+78.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.4% |
| 7D | -6.1% | +0.9% | -7.0% | -6.1% |
| 30D | -10.1% | +9.1% | -19.3% | -10.6% |
| 3M | -9.3% | +3.9% | -13.2% | -9.3% |
| 6M | +67.2% | +13.6% | +53.6% | +64.1% |
| YTD | +54.6% | +34.0% | +20.6% | +46.4% |
| 1Y | +54.1% | +39.2% | +14.9% | +44.3% |
| 3Y | +115.3% | +36.4% | +78.8% | +102.4% |
| All | +115.3% | +36.5% | +78.8% | +102.4% |
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 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