+378.3%
DDOG vs ALLY
+39.2%
+339.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | -16.9% | -0.2% | -16.7% | -17.0% |
| 30D | -38.8% | +3.4% | -42.2% | -39.5% |
| 3M | -23.2% | -11.1% | -12.2% | -20.6% |
| 6M | -10.3% | -11.5% | +1.2% | -7.4% |
| YTD | +32.1% | -12.3% | +44.4% | +36.3% |
| 1Y | -6.1% | +1.1% | -7.2% | -7.4% |
| 3Y | +79.2% | +64.8% | +14.4% | +47.5% |
| 5Y | -8.6% | -6.9% | -1.8% | -14.8% |
| All | +378.3% | +39.2% | +339.2% | +427.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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