+98.5%
DDOG vs BTDR
+19.6%
+78.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -4.0% | -0.4% |
| 7D | +3.9% | -3.4% | +7.3% | +4.1% |
| 30D | -8.2% | +32.6% | -40.8% | -9.8% |
| 3M | -5.6% | -32.2% | +26.7% | -4.1% |
| 6M | +73.5% | +52.4% | +21.2% | +65.5% |
| YTD | +62.7% | +6.7% | +56.0% | +57.9% |
| 1Y | +59.0% | -15.2% | +74.2% | +54.2% |
| 3Y | +117.1% | +14.9% | +102.2% | +95.8% |
| 5Y | +61.3% | +20.8% | +40.5% | +40.5% |
| All | +98.5% | +19.6% | +78.9% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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