+390.4%
DDOG vs BX
+193.9%
+196.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.9% |
| 7D | +2.9% | +0.6% | +2.3% | +2.4% |
| 30D | -31.6% | +14.2% | -45.9% | -37.7% |
| 3M | -27.0% | -18.7% | -8.2% | -19.3% |
| 6M | -10.3% | +2.5% | -12.8% | -14.5% |
| YTD | +35.4% | -18.8% | +54.2% | +46.7% |
| 1Y | -1.0% | -10.3% | +9.3% | +0.6% |
| 3Y | +76.7% | +35.4% | +41.3% | +30.0% |
| 5Y | -4.6% | +0.3% | -4.9% | -17.7% |
| All | +390.4% | +193.9% | +196.5% | +149.4% |
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