+19.8%
DDOG vs ALK
-1.1%
+20.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +8.8% | -23.2% | -14.0% |
| 7D | -32.2% | +12.4% | -44.6% | -31.9% |
| 30D | -31.7% | +2.1% | -33.8% | -31.1% |
| 3M | -34.5% | -23.9% | -10.6% | -33.3% |
| 6M | +28.7% | +8.2% | +20.4% | +29.8% |
| YTD | +38.8% | -20.5% | +59.3% | +40.7% |
| 1Y | +19.8% | -1.0% | +20.9% | +26.8% |
| All | +19.8% | -1.1% | +20.9% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling