+459.9%
DDOG vs ALLY
+51.3%
+408.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -0.2% |
| 7D | -6.1% | +1.0% | -7.1% | -6.4% |
| 30D | -10.1% | -3.3% | -6.8% | -9.2% |
| 3M | -9.3% | +0.5% | -9.7% | -9.5% |
| 6M | +67.2% | +12.6% | +54.6% | +59.9% |
| YTD | +54.6% | -4.7% | +59.3% | +56.0% |
| 1Y | +54.1% | +5.2% | +48.9% | +49.8% |
| 3Y | +115.3% | +66.5% | +48.8% | +76.7% |
| 5Y | +50.6% | +0.2% | +50.4% | +37.2% |
| All | +459.9% | +51.3% | +408.5% | +503.7% |
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