+489.1%
DDOG vs BTG
+110.5%
+378.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +3.9% | -3.8% | +7.6% | +4.6% |
| 30D | -8.2% | +3.6% | -11.8% | -8.9% |
| 3M | -5.6% | +32.0% | -37.6% | -11.0% |
| 6M | +73.5% | +3.4% | +70.1% | +70.1% |
| YTD | +62.7% | +20.8% | +41.9% | +53.8% |
| 1Y | +59.0% | +22.4% | +36.6% | +48.5% |
| 3Y | +117.1% | +91.7% | +25.4% | +79.6% |
| 5Y | +61.3% | +79.0% | -17.7% | +33.7% |
| All | +489.1% | +110.5% | +378.6% | +424.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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