+61.6%
DDOG vs BR
-29.1%
+90.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | +0.4% |
| 7D | -10.1% | -5.3% | -4.9% | -8.3% |
| 30D | -24.8% | +6.4% | -31.3% | -26.4% |
| 3M | -12.6% | +13.6% | -26.2% | -16.5% |
| 6M | +79.9% | -6.7% | +86.7% | +72.1% |
| YTD | +56.6% | -21.1% | +77.7% | +53.2% |
| 1Y | +61.6% | -29.6% | +91.1% | +61.3% |
| All | +61.6% | -29.1% | +90.7% | +61.3% |
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