-1.0%
DDOG vs BURL
-15.0%
+14.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | -0.8% |
| 7D | +2.9% | -1.6% | +4.4% | +2.6% |
| 30D | -31.6% | -7.7% | -23.9% | -31.9% |
| 3M | -27.0% | -31.7% | +4.7% | -30.5% |
| 6M | -10.3% | -15.2% | +4.9% | -10.3% |
| YTD | +35.4% | -15.9% | +51.3% | +33.4% |
| 1Y | -1.0% | -14.2% | +13.2% | -2.1% |
| All | -1.0% | -15.0% | +14.1% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling