-5.5%
DDOG vs BROS
-43.7%
+38.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.2% |
| 7D | -19.1% | -19.0% | -0.1% | -15.0% |
| 30D | -39.2% | -7.3% | -31.9% | -38.4% |
| 3M | -31.6% | -31.2% | -0.4% | -25.5% |
| 6M | -10.9% | -33.0% | +22.2% | -2.2% |
| YTD | +31.2% | -42.4% | +73.5% | +46.9% |
| 1Y | -10.7% | -37.7% | +27.1% | -2.6% |
| 3Y | +72.1% | +28.2% | +43.9% | +30.3% |
| 5Y | -5.5% | -43.4% | +37.8% | -6.4% |
| All | -5.5% | -43.7% | +38.2% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling