+375.1%
DDOG vs ALLE
+102.9%
+272.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.4% |
| 7D | -19.1% | +0.1% | -19.2% | -19.2% |
| 30D | -39.2% | +25.9% | -65.1% | -46.0% |
| 3M | -31.6% | +14.9% | -46.5% | -36.7% |
| 6M | -10.9% | +42.1% | -53.0% | -26.8% |
| YTD | +31.2% | +20.4% | +10.8% | +16.0% |
| 1Y | -10.7% | +14.9% | -25.5% | -19.0% |
| 3Y | +72.1% | +90.1% | -18.0% | +13.2% |
| 5Y | -5.5% | +53.0% | -58.5% | -31.3% |
| All | +375.1% | +102.9% | +272.2% | +170.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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