+7.7%
AAL vs DDOG
+19.2%
-11.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -14.4% | +20.7% | +7.0% |
| 7D | +8.3% | -32.2% | +40.6% | +10.7% |
| 30D | +6.2% | -31.7% | +38.0% | +8.4% |
| 3M | -17.7% | -34.5% | +16.8% | -15.9% |
| 6M | +15.4% | +28.7% | -13.2% | +12.6% |
| YTD | -11.1% | +38.8% | -49.9% | -15.9% |
| 1Y | +7.7% | +19.8% | -12.1% | +1.0% |
| All | +7.7% | +19.2% | -11.5% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG 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 1y: compounded portfolio wealth divided by compounded DDOG 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…
1y analysis · Full analysis span regression · 6 months rolling