+489.1%
DDOG vs BRKR
+26.9%
+462.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +3.9% | -8.7% | +12.6% | +7.1% |
| 30D | -8.2% | -9.9% | +1.7% | -5.1% |
| 3M | -5.6% | -3.1% | -2.5% | -7.8% |
| 6M | +73.5% | +45.5% | +28.0% | +40.3% |
| YTD | +62.7% | +13.7% | +49.0% | +44.6% |
| 1Y | +59.0% | +67.4% | -8.5% | +16.3% |
| 3Y | +117.1% | -13.2% | +130.3% | +97.3% |
| 5Y | +61.3% | -39.5% | +100.8% | +70.7% |
| All | +489.1% | +26.9% | +462.2% | +345.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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