-49.8%
AAL vs DDOG
+342.1%
-391.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +10.1% | -19.1% | +29.2% | +13.6% |
| 30D | +10.6% | -39.2% | +49.7% | +19.2% |
| 3M | -5.9% | -31.6% | +25.7% | -0.9% |
| 6M | +5.7% | -10.9% | +16.6% | +5.1% |
| YTD | -8.0% | +31.2% | -39.1% | -16.3% |
| 1Y | +6.0% | -10.7% | +16.7% | +3.4% |
| 3Y | +19.6% | +72.1% | -52.5% | +0.4% |
| 5Y | -34.6% | -5.5% | -29.1% | -44.4% |
| All | -49.8% | +342.1% | -391.9% | -63.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling