-10.3%
DDOG vs BTI
-0.7%
-9.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | +0.7% |
| 7D | +2.9% | +1.6% | +1.2% | +3.9% |
| 30D | -31.6% | +9.2% | -40.9% | -28.6% |
| 3M | -27.0% | +9.6% | -36.6% | -23.7% |
| 6M | -10.3% | -2.4% | -7.9% | -9.8% |
| All | -10.3% | -0.7% | -9.6% | -9.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling