-6.4%
DDOG vs ALB
-61.7%
+55.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.3% |
| 7D | -23.9% | +9.1% | -33.0% | -26.1% |
| 30D | -34.0% | -3.4% | -30.6% | -33.5% |
| 3M | -21.9% | -20.6% | -1.3% | -17.2% |
| 6M | +24.6% | -48.2% | +72.7% | +49.0% |
| YTD | +31.7% | -29.2% | +60.9% | +38.8% |
| 1Y | -6.2% | +10.0% | -16.2% | -15.1% |
| 3Y | +125.1% | -12.9% | +138.0% | +92.5% |
| All | -6.4% | -61.7% | +55.3% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling