+0.8%
AAL vs DDOG
-3.1%
+3.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -0.1% | +2.9% | -2.9% | -0.3% |
| 30D | +11.7% | -31.6% | +43.3% | +14.7% |
| 3M | -12.5% | -27.0% | +14.4% | -10.9% |
| 6M | +3.6% | -10.3% | +13.9% | +3.2% |
| YTD | -14.1% | +35.4% | -49.5% | -20.9% |
| 1Y | +0.8% | -1.0% | +1.7% | +0.1% |
| All | +0.8% | -3.1% | +3.8% | +0.1% |
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