+459.9%
DDOG vs BR
+48.8%
+411.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | +0.2% |
| 7D | -6.1% | -5.9% | -0.1% | -2.6% |
| 30D | -10.1% | +1.9% | -12.0% | -11.1% |
| 3M | -9.3% | +14.7% | -23.9% | -16.9% |
| 6M | +67.2% | -12.8% | +79.9% | +79.9% |
| YTD | +54.6% | -23.0% | +77.6% | +78.7% |
| 1Y | +54.1% | -31.7% | +85.8% | +91.3% |
| 3Y | +115.3% | -4.8% | +120.0% | +110.2% |
| 5Y | +50.6% | +7.8% | +42.8% | +30.7% |
| All | +459.9% | +48.8% | +411.1% | +320.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling