+53.1%
DDOG vs BROS
+43.3%
+9.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | -10.1% | -6.7% | -3.5% | -8.7% |
| 30D | -24.8% | -29.1% | +4.3% | -18.1% |
| 3M | -12.6% | -16.7% | +4.1% | -8.7% |
| 6M | +79.9% | -11.6% | +91.6% | +82.2% |
| YTD | +56.6% | -23.9% | +80.5% | +64.2% |
| 1Y | +61.6% | -34.8% | +96.4% | +74.6% |
| 3Y | +117.9% | +62.1% | +55.8% | +65.1% |
| All | +53.1% | +43.3% | +9.7% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling