+378.3%
DDOG vs ALC
+28.7%
+349.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.2% |
| 7D | -16.9% | +2.1% | -18.9% | -18.3% |
| 30D | -38.8% | +17.2% | -56.0% | -44.4% |
| 3M | -23.2% | +4.6% | -27.9% | -26.1% |
| 6M | -10.3% | +20.1% | -30.4% | -20.4% |
| YTD | +32.1% | -4.2% | +36.3% | +31.6% |
| 1Y | -6.1% | +2.1% | -8.2% | -10.3% |
| 3Y | +79.2% | +4.5% | +74.7% | +55.9% |
| 5Y | -8.6% | -12.3% | +3.7% | -11.3% |
| All | +378.3% | +28.7% | +349.6% | +302.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling