-7.7%
AAL vs DDOG
+117.5%
-125.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.5% |
| 7D | -0.3% | -6.1% | +5.8% | +0.7% |
| 30D | -19.0% | -10.1% | -8.9% | -17.9% |
| 3M | -5.1% | -9.3% | +4.2% | -4.4% |
| 6M | +15.5% | +67.2% | -51.7% | +1.0% |
| YTD | -15.8% | +54.6% | -70.4% | -25.8% |
| 1Y | -0.3% | +54.1% | -54.4% | -14.0% |
| 3Y | -7.7% | +115.3% | -122.9% | -28.0% |
| All | -7.7% | +117.5% | -125.2% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling