+467.1%
DDOG vs BX
+229.8%
+237.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.3% | -0.2% |
| 7D | -10.1% | -4.4% | -5.8% | -7.7% |
| 30D | -24.8% | +0.1% | -24.9% | -24.8% |
| 3M | -12.6% | +16.0% | -28.6% | -20.6% |
| 6M | +79.9% | +21.6% | +58.3% | +56.2% |
| YTD | +56.6% | -8.9% | +65.5% | +61.7% |
| 1Y | +61.6% | -16.6% | +78.2% | +74.6% |
| 3Y | +117.9% | +43.3% | +74.5% | +58.2% |
| 5Y | +54.2% | +25.7% | +28.5% | +19.9% |
| All | +467.1% | +229.8% | +237.2% | +175.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling