+376.8%
DDOG vs ALLE
+98.5%
+278.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.5% | +3.0% |
| 7D | -23.9% | -0.6% | -23.3% | -23.9% |
| 30D | -34.0% | +25.3% | -59.4% | -41.4% |
| 3M | -21.9% | +10.3% | -32.2% | -26.4% |
| 6M | +24.6% | +38.0% | -13.5% | +3.9% |
| YTD | +31.7% | +17.8% | +13.9% | +17.6% |
| 1Y | -6.2% | +13.6% | -19.8% | -14.6% |
| 3Y | +125.1% | +89.2% | +35.9% | +47.9% |
| 5Y | -3.5% | +51.1% | -54.5% | -29.3% |
| All | +376.8% | +98.5% | +278.3% | +173.7% |
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