-6.4%
DDOG vs BP
+103.6%
-110.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.6% |
| 7D | -23.9% | -11.6% | -12.3% | -21.9% |
| 30D | -34.0% | 0.0% | -34.1% | -33.9% |
| 3M | -21.9% | +6.7% | -28.7% | -22.9% |
| 6M | +24.6% | +2.2% | +22.4% | +23.7% |
| YTD | +31.7% | +33.0% | -1.3% | +20.6% |
| 1Y | -6.2% | +30.7% | -36.9% | -13.7% |
| 3Y | +125.1% | +44.2% | +80.9% | +98.4% |
| All | -6.4% | +103.6% | -110.0% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling