+59.9%
DDOG vs BTDR
+24.7%
+35.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.7% | +9.8% | +7.3% |
| 7D | +7.7% | +14.8% | -7.1% | +6.8% |
| 30D | -13.6% | +41.8% | -55.4% | -15.5% |
| 3M | -0.9% | -29.2% | +28.3% | +0.3% |
| 6M | +75.2% | +66.2% | +9.1% | +66.3% |
| YTD | +65.7% | +10.0% | +55.7% | +60.5% |
| 1Y | +60.4% | -11.0% | +71.4% | +55.0% |
| 3Y | +130.7% | +6.9% | +123.7% | +107.5% |
| 5Y | +59.9% | +24.7% | +35.2% | +36.9% |
| All | +59.9% | +24.7% | +35.2% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling