+376.8%
DDOG vs ALK
-39.2%
+416.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.4% |
| 7D | -23.9% | +9.0% | -32.9% | -25.7% |
| 30D | -34.0% | -1.6% | -32.4% | -34.2% |
| 3M | -21.9% | -23.2% | +1.3% | -18.1% |
| 6M | +24.6% | -3.9% | +28.5% | +23.1% |
| YTD | +31.7% | -22.6% | +54.2% | +35.0% |
| 1Y | -6.2% | -5.3% | -0.8% | -8.9% |
| 3Y | +125.1% | +18.6% | +106.5% | +97.2% |
| 5Y | -3.5% | -34.4% | +30.9% | -4.2% |
| All | +376.8% | -39.2% | +416.0% | +376.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling