-6.4%
DDOG vs ALK
-34.8%
+28.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.4% |
| 7D | -23.9% | +9.0% | -32.9% | -26.4% |
| 30D | -34.0% | -1.6% | -32.4% | -34.2% |
| 3M | -21.9% | -23.2% | +1.3% | -16.5% |
| 6M | +24.6% | -3.9% | +28.5% | +22.2% |
| YTD | +31.7% | -22.6% | +54.2% | +36.3% |
| 1Y | -6.2% | -5.3% | -0.8% | -11.0% |
| 3Y | +125.1% | +18.6% | +106.5% | +60.8% |
| All | -6.4% | -34.8% | +28.3% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling