-3.6%
DDOG vs ALK
-31.3%
+27.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.2% |
| 7D | +2.9% | -1.2% | +4.0% | +3.0% |
| 30D | -31.6% | +7.7% | -39.3% | -33.9% |
| 3M | -27.0% | -19.0% | -8.0% | -23.1% |
| 6M | -10.3% | -0.2% | -10.1% | -13.3% |
| YTD | +35.4% | -23.5% | +58.9% | +40.4% |
| 1Y | -1.0% | -9.1% | +8.1% | -4.7% |
| 3Y | +76.7% | +12.0% | +64.6% | +30.2% |
| All | -3.6% | -31.3% | +27.8% | -6.3% |
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