+19.8%
DDOG vs BR
-14.2%
+34.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +3.0% | -17.4% | -15.0% |
| 7D | -32.2% | +7.0% | -39.2% | -33.4% |
| 30D | -31.7% | +19.0% | -50.7% | -35.8% |
| 3M | -34.5% | +13.1% | -47.6% | -37.2% |
| 6M | +28.7% | +24.6% | +4.0% | +19.2% |
| YTD | +38.8% | -13.6% | +52.4% | +26.4% |
| 1Y | +19.8% | -13.1% | +32.9% | +10.5% |
| All | +19.8% | -14.2% | +34.1% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling