+467.1%
DDOG vs ALK
-34.3%
+501.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.2% |
| 7D | -10.1% | -0.7% | -9.5% | -10.1% |
| 30D | -24.8% | -19.2% | -5.6% | -21.3% |
| 3M | -12.6% | -1.5% | -11.1% | -13.1% |
| 6M | +79.9% | -13.1% | +93.0% | +81.9% |
| YTD | +56.6% | -16.4% | +73.0% | +59.0% |
| 1Y | +61.6% | -33.1% | +94.6% | +72.4% |
| 3Y | +117.9% | +0.6% | +117.3% | +101.2% |
| 5Y | +54.2% | -26.4% | +80.6% | +50.8% |
| All | +467.1% | -34.3% | +501.4% | +461.2% |
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