+467.1%
DDOG vs BTI
+154.8%
+312.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.3% | -0.6% |
| 7D | -10.1% | -1.4% | -8.8% | -9.9% |
| 30D | -24.8% | -6.6% | -18.2% | -23.7% |
| 3M | -12.6% | -3.0% | -9.6% | -12.4% |
| 6M | +79.9% | -6.7% | +86.6% | +81.0% |
| YTD | +56.6% | +0.6% | +56.0% | +53.2% |
| 1Y | +61.6% | +5.6% | +56.0% | +55.3% |
| 3Y | +117.9% | +110.3% | +7.6% | +59.8% |
| 5Y | +54.2% | +114.3% | -60.0% | +10.1% |
| All | +467.1% | +154.8% | +312.3% | +263.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling