+207.4%
ALAB vs DDOG
+46.0%
+161.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.5% | +3.7% | +5.4% |
| 7D | -26.3% | -23.9% | -2.4% | -18.7% |
| 30D | -50.1% | -34.0% | -16.1% | -42.3% |
| 3M | -42.5% | -21.9% | -20.6% | -37.2% |
| 6M | -10.8% | +24.6% | -35.4% | -22.3% |
| YTD | +14.6% | +31.7% | -17.0% | -5.0% |
| 1Y | +17.1% | -6.2% | +23.3% | +17.3% |
| All | +207.4% | +46.0% | +161.5% | +101.3% |
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