+390.4%
DDOG vs BTI
+189.4%
+201.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | +2.9% | +1.6% | +1.2% | +2.5% |
| 30D | -31.6% | +9.2% | -40.9% | -33.2% |
| 3M | -27.0% | +9.6% | -36.6% | -28.8% |
| 6M | -10.3% | -2.4% | -7.9% | -10.3% |
| YTD | +35.4% | +14.2% | +21.2% | +28.2% |
| 1Y | -1.0% | +20.3% | -21.3% | -7.9% |
| 3Y | +76.7% | +147.4% | -70.8% | +23.7% |
| 5Y | -4.6% | +155.4% | -160.0% | -35.4% |
| All | +390.4% | +189.4% | +201.0% | +203.9% |
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 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