+117.3%
DDOG vs BURL
+63.9%
+53.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.3% |
| 7D | -10.1% | -2.8% | -7.4% | -9.7% |
| 30D | -24.8% | -28.2% | +3.4% | -20.6% |
| 3M | -12.6% | -17.6% | +5.0% | -10.0% |
| 6M | +79.9% | -11.8% | +91.7% | +81.3% |
| YTD | +56.6% | -8.1% | +64.7% | +55.6% |
| 1Y | +61.6% | -12.0% | +73.5% | +61.2% |
| All | +117.3% | +63.9% | +53.3% | +98.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling