+59.9%
DDOG vs BTI
+113.9%
-54.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.5% | +8.6% | +7.2% |
| 7D | +7.7% | -2.4% | +10.1% | +7.8% |
| 30D | -13.6% | -4.8% | -8.8% | -13.4% |
| 3M | -0.9% | -8.1% | +7.2% | -0.5% |
| 6M | +75.2% | -4.2% | +79.4% | +74.3% |
| YTD | +65.7% | -1.3% | +66.9% | +63.4% |
| 1Y | +60.4% | +2.1% | +58.3% | +57.2% |
| 3Y | +130.7% | +108.9% | +21.7% | +88.1% |
| 5Y | +59.9% | +114.5% | -54.6% | +36.0% |
| All | +59.9% | +113.9% | -54.1% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling