+121.1%
DDOG vs BX
+25.6%
+95.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -3.7% | +10.8% | +8.7% |
| 7D | +7.7% | -5.7% | +13.3% | +10.3% |
| 30D | -13.6% | -8.9% | -4.7% | -10.3% |
| 3M | -0.9% | +8.4% | -9.3% | -4.9% |
| 6M | +75.2% | +18.9% | +56.3% | +59.0% |
| YTD | +65.7% | -13.6% | +79.3% | +74.5% |
| 1Y | +60.4% | -22.4% | +82.8% | +77.1% |
| All | +121.1% | +25.6% | +95.5% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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