+1.4%
AAL vs DDOG
+65.0%
-63.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.2% | -6.9% | -0.3% |
| 7D | -1.3% | +7.7% | -9.0% | -1.9% |
| 30D | -13.7% | -13.6% | -0.1% | -12.8% |
| 3M | -8.2% | -0.9% | -7.3% | -8.2% |
| 6M | +13.1% | +75.2% | -62.1% | +6.7% |
| YTD | -15.6% | +65.7% | -81.2% | -21.3% |
| 1Y | +1.4% | +60.4% | -59.0% | -7.1% |
| All | +1.4% | +65.0% | -63.6% | -7.1% |
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