+63.6%
DDOG vs BRO
+17.6%
+45.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +3.9% | -7.3% | +11.2% | +7.3% |
| 30D | -8.2% | -6.9% | -1.3% | -5.7% |
| 3M | -5.6% | +10.7% | -16.2% | -11.0% |
| 6M | +73.5% | -2.7% | +76.2% | +72.9% |
| YTD | +62.7% | -16.3% | +79.0% | +73.1% |
| 1Y | +59.0% | -29.1% | +88.1% | +84.2% |
| 3Y | +117.1% | -7.8% | +125.0% | +95.3% |
| All | +63.6% | +17.6% | +45.9% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 5y: compounded portfolio wealth divided by compounded BRO 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…
5y analysis · Full analysis span regression · 6 months rolling