+51.1%
DDOG vs BROS
+41.2%
+10.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.9% |
| 7D | -6.1% | -0.9% | -5.2% | -6.0% |
| 30D | -10.1% | -13.5% | +3.3% | -7.2% |
| 3M | -9.3% | -18.4% | +9.2% | -4.8% |
| 6M | +67.2% | -10.6% | +77.8% | +68.9% |
| YTD | +54.6% | -25.1% | +79.6% | +62.8% |
| 1Y | +54.1% | -28.6% | +82.7% | +62.8% |
| 3Y | +115.3% | +65.6% | +49.7% | +61.9% |
| All | +51.1% | +41.2% | +10.0% | +22.5% |
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