-53.3%
AAL vs DDOG
+427.7%
-481.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.4% |
| 7D | -3.7% | -10.1% | +6.4% | -2.0% |
| 30D | -20.8% | -24.8% | +4.0% | -17.4% |
| 3M | -1.3% | -12.6% | +11.3% | +0.1% |
| 6M | +5.4% | +79.9% | -74.6% | -7.7% |
| YTD | -14.4% | +56.6% | -70.9% | -23.6% |
| 1Y | +2.1% | +61.6% | -59.5% | -10.4% |
| 3Y | -10.6% | +117.9% | -128.4% | -27.5% |
| 5Y | -32.2% | +54.2% | -86.4% | -44.4% |
| All | -53.3% | +427.7% | -481.0% | -66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling