+59.0%
DDOG vs BR
-31.7%
+90.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +3.9% | -3.0% | +6.9% | +5.1% |
| 30D | -8.2% | -0.3% | -7.9% | -8.2% |
| 3M | -5.6% | +17.3% | -22.9% | -10.9% |
| 6M | +73.5% | -6.7% | +80.2% | +68.0% |
| YTD | +62.7% | -23.4% | +86.1% | +61.0% |
| 1Y | +59.0% | -32.7% | +91.6% | +65.1% |
| All | +59.0% | -31.7% | +90.7% | +65.1% |
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