+55.0%
DDOG vs ALB
-44.4%
+99.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.6% | +0.5% |
| 7D | -10.1% | -8.1% | -2.1% | -8.0% |
| 30D | -24.8% | +6.3% | -31.1% | -26.7% |
| 3M | -12.6% | -23.6% | +11.0% | -6.2% |
| 6M | +79.9% | -24.6% | +104.6% | +90.9% |
| YTD | +56.6% | -10.3% | +66.8% | +54.9% |
| 1Y | +61.6% | +61.5% | +0.1% | +28.4% |
| 3Y | +117.9% | -34.0% | +151.8% | +130.6% |
| All | +55.0% | -44.4% | +99.4% | +62.5% |
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