+79.9%
DDOG vs ALLE
-0.4%
+80.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -0.7% |
| 7D | -10.1% | -0.2% | -9.9% | -10.1% |
| 30D | -24.8% | -6.8% | -18.0% | -25.4% |
| 3M | -12.6% | +21.0% | -33.6% | -10.9% |
| 6M | +79.9% | +1.1% | +78.8% | +80.6% |
| All | +79.9% | -0.4% | +80.3% | +80.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling