+125.1%
DDOG vs ALC
+2.3%
+122.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +2.7% |
| 7D | -23.9% | +4.9% | -28.8% | -24.3% |
| 30D | -34.0% | +19.0% | -53.0% | -35.8% |
| 3M | -21.9% | +7.8% | -29.7% | -22.7% |
| 6M | +24.6% | +14.6% | +10.0% | +22.0% |
| YTD | +31.7% | -4.4% | +36.1% | +34.1% |
| 1Y | -6.2% | +1.4% | -7.6% | -5.6% |
| 3Y | +125.1% | +2.5% | +122.6% | +126.2% |
| All | +125.1% | +2.3% | +122.8% | +126.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling