+76.7%
DDOG vs ALB
-14.4%
+91.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | 0.0% |
| 7D | +2.9% | -5.8% | +8.6% | +3.8% |
| 30D | -31.6% | -4.5% | -27.1% | -31.2% |
| 3M | -27.0% | -28.1% | +1.1% | -23.5% |
| 6M | -10.3% | -53.2% | +42.9% | +0.4% |
| YTD | +35.4% | -33.3% | +68.7% | +41.1% |
| 1Y | -1.0% | -17.4% | +16.5% | -0.5% |
| 3Y | +76.7% | -14.1% | +90.8% | +63.1% |
| All | +76.7% | -14.4% | +91.1% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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