+467.1%
DDOG vs BP
+63.6%
+403.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -10.1% | +3.9% | -14.1% | -10.8% |
| 30D | -24.8% | +7.6% | -32.4% | -25.8% |
| 3M | -12.6% | +0.7% | -13.3% | -13.0% |
| 6M | +79.9% | +15.5% | +64.5% | +73.9% |
| YTD | +56.6% | +30.8% | +25.7% | +46.8% |
| 1Y | +61.6% | +34.3% | +27.3% | +50.5% |
| 3Y | +117.9% | +35.1% | +82.8% | +100.7% |
| 5Y | +54.2% | +126.8% | -72.6% | +28.8% |
| All | +467.1% | +63.6% | +403.5% | +516.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling