+121.1%
DDOG vs BR
-5.1%
+126.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.3% | +7.5% | +7.3% |
| 7D | +7.7% | -5.0% | +12.7% | +9.9% |
| 30D | -13.6% | -2.5% | -11.2% | -12.8% |
| 3M | -0.9% | +13.5% | -14.4% | -5.9% |
| 6M | +75.2% | -9.4% | +84.6% | +79.2% |
| YTD | +65.7% | -23.3% | +88.9% | +80.4% |
| 1Y | +60.4% | -31.6% | +92.0% | +83.1% |
| All | +121.1% | -5.1% | +126.2% | +128.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling