+88.6%
DDOG vs BTDR
+26.7%
+61.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.3% | -3.6% | -1.4% |
| 7D | -6.1% | +22.4% | -28.5% | -7.2% |
| 30D | -10.1% | +16.5% | -26.6% | -11.3% |
| 3M | -9.3% | -31.5% | +22.2% | -7.9% |
| 6M | +67.2% | +74.0% | -6.9% | +58.2% |
| YTD | +54.6% | +13.0% | +41.6% | +49.6% |
| 1Y | +54.1% | -0.2% | +54.3% | +47.8% |
| 3Y | +115.3% | +9.9% | +105.4% | +93.5% |
| 5Y | +50.6% | +28.1% | +22.5% | +30.8% |
| All | +88.6% | +26.7% | +61.9% | +64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling