+378.3%
DDOG vs ALK
-34.9%
+413.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.1% | -6.8% | -1.1% |
| 7D | -16.9% | +8.9% | -25.8% | -18.7% |
| 30D | -38.8% | +5.9% | -44.7% | -39.9% |
| 3M | -23.2% | -16.5% | -6.7% | -20.9% |
| 6M | -10.3% | +2.1% | -12.4% | -12.5% |
| YTD | +32.1% | -17.1% | +49.2% | +33.5% |
| 1Y | -6.1% | -2.9% | -3.2% | -9.1% |
| 3Y | +79.2% | +24.5% | +54.7% | +55.5% |
| 5Y | -8.6% | -29.1% | +20.5% | -10.7% |
| All | +378.3% | -34.9% | +413.2% | +371.0% |
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