+48.6%
DDOG vs BTSG
+493.4%
-444.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.1% |
| 7D | +2.9% | +6.0% | -3.2% | +1.8% |
| 30D | -31.6% | +12.4% | -44.0% | -33.0% |
| 3M | -27.0% | +18.2% | -45.2% | -29.3% |
| 6M | -10.3% | +26.0% | -36.3% | -15.0% |
| YTD | +35.4% | +90.1% | -54.7% | +18.5% |
| 1Y | -1.0% | +124.3% | -125.3% | -15.9% |
| All | +48.6% | +493.4% | -444.8% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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