+365.0%
DDOG vs ALK
-39.6%
+404.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -3.2% | -4.2% | -6.8% |
| 7D | -34.3% | +7.1% | -41.4% | -35.6% |
| 30D | -37.2% | -3.0% | -34.3% | -37.2% |
| 3M | -38.3% | -25.6% | -12.7% | -34.8% |
| 6M | +19.8% | +0.5% | +19.3% | +17.1% |
| YTD | +28.4% | -23.1% | +51.5% | +31.8% |
| 1Y | +12.7% | -7.5% | +20.2% | +10.0% |
| 3Y | +112.8% | +15.3% | +97.5% | +87.8% |
| 5Y | -5.9% | -34.8% | +28.9% | -6.5% |
| All | +365.0% | -39.6% | +404.5% | +365.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling