+489.1%
DDOG vs BRO
+91.5%
+397.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +3.9% | -7.3% | +11.2% | +7.6% |
| 30D | -8.2% | -6.9% | -1.3% | -5.4% |
| 3M | -5.6% | +10.7% | -16.2% | -11.2% |
| 6M | +73.5% | -2.7% | +76.2% | +73.0% |
| YTD | +62.7% | -16.3% | +79.0% | +73.7% |
| 1Y | +59.0% | -29.1% | +88.1% | +84.5% |
| 3Y | +117.1% | -7.8% | +125.0% | +103.7% |
| 5Y | +61.3% | +18.7% | +42.6% | +27.7% |
| All | +489.1% | +91.5% | +397.6% | +226.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling