+63.6%
DDOG vs BX
+17.9%
+45.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -1.8% |
| 7D | +3.9% | -5.6% | +9.5% | +7.5% |
| 30D | -8.2% | -12.2% | +4.0% | -0.7% |
| 3M | -5.6% | +7.4% | -13.0% | -10.8% |
| 6M | +73.5% | +22.2% | +51.3% | +47.7% |
| YTD | +62.7% | -14.0% | +76.7% | +74.4% |
| 1Y | +59.0% | -27.3% | +86.3% | +89.6% |
| 3Y | +117.1% | +24.5% | +92.6% | +62.9% |
| All | +63.6% | +17.9% | +45.6% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling