+76.7%
DDOG vs ALLE
+94.0%
-17.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | +2.9% | +3.6% | -0.7% | +2.3% |
| 30D | -31.6% | +25.9% | -57.5% | -34.5% |
| 3M | -27.0% | +15.8% | -42.7% | -28.8% |
| 6M | -10.3% | +48.1% | -58.4% | -18.1% |
| YTD | +35.4% | +22.0% | +13.5% | +30.1% |
| 1Y | -1.0% | +18.0% | -19.0% | -3.7% |
| 3Y | +76.7% | +93.1% | -16.4% | +39.0% |
| All | +76.7% | +94.0% | -17.3% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling