+32.5%
DDOG vs BROS
+7.7%
+24.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.1% | +3.5% |
| 7D | -2.3% | -20.4% | +18.1% | +2.7% |
| 30D | -35.8% | -6.1% | -29.7% | -35.3% |
| 3M | -25.3% | -29.4% | +4.1% | -19.7% |
| 6M | -8.9% | -31.5% | +22.7% | -1.2% |
| YTD | +35.6% | -42.8% | +78.4% | +50.9% |
| 1Y | -6.8% | -37.5% | +30.7% | +0.9% |
| 3Y | +77.9% | +27.2% | +50.7% | +41.5% |
| 5Y | -3.1% | -47.0% | +43.8% | -11.0% |
| All | +32.5% | +7.7% | +24.8% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 10y: compounded portfolio wealth divided by compounded BROS 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…
10y analysis · Full analysis span regression · 6 months rolling