+391.0%
DDOG vs ALK
-35.9%
+426.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.6% | +3.6% |
| 7D | -2.3% | +2.6% | -4.9% | -2.8% |
| 30D | -35.8% | +7.8% | -43.6% | -37.3% |
| 3M | -25.3% | -15.2% | -10.1% | -23.2% |
| 6M | -8.9% | +5.0% | -13.9% | -11.7% |
| YTD | +35.6% | -18.4% | +54.0% | +37.4% |
| 1Y | -6.8% | -2.4% | -4.4% | -10.0% |
| 3Y | +77.9% | +19.8% | +58.1% | +55.8% |
| 5Y | -3.1% | -27.8% | +24.6% | -5.4% |
| All | +391.0% | -35.9% | +426.9% | +385.0% |
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