-6.4%
DDOG vs ALC
-11.2%
+4.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +3.6% |
| 7D | -23.9% | +4.9% | -28.8% | -26.5% |
| 30D | -34.0% | +19.0% | -53.0% | -41.1% |
| 3M | -21.9% | +7.8% | -29.7% | -26.3% |
| 6M | +24.6% | +14.6% | +10.0% | +12.0% |
| YTD | +31.7% | -4.4% | +36.1% | +31.8% |
| 1Y | -6.2% | +1.4% | -7.6% | -10.3% |
| 3Y | +125.1% | +2.5% | +122.6% | +84.7% |
| All | -6.4% | -11.2% | +4.8% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling