-32.5%
AAL vs DDOG
+54.5%
-87.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.4% |
| 7D | -0.3% | -6.1% | +5.8% | +1.0% |
| 30D | -19.0% | -10.1% | -8.9% | -17.5% |
| 3M | -5.1% | -9.3% | +4.2% | -4.3% |
| 6M | +15.5% | +67.2% | -51.7% | -1.9% |
| YTD | -15.8% | +54.6% | -70.4% | -27.9% |
| 1Y | -0.3% | +54.1% | -54.4% | -16.1% |
| 3Y | -7.7% | +115.3% | -122.9% | -32.1% |
| 5Y | -32.5% | +50.6% | -83.1% | -47.6% |
| All | -32.5% | +54.5% | -87.1% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling