+490.5%
DDOG vs BTI
+152.5%
+337.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.8% |
| 7D | +3.2% | -2.0% | +5.2% | +3.7% |
| 30D | -10.2% | -3.4% | -6.7% | -9.5% |
| 3M | -2.6% | -9.0% | +6.4% | -0.8% |
| 6M | +80.1% | -5.0% | +85.2% | +80.2% |
| YTD | +63.0% | -0.3% | +63.4% | +59.8% |
| 1Y | +59.4% | +3.1% | +56.2% | +54.2% |
| 3Y | +127.0% | +111.0% | +16.1% | +66.0% |
| 5Y | +61.7% | +117.0% | -55.4% | +14.5% |
| All | +490.5% | +152.5% | +337.9% | +278.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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