-3.6%
DDOG vs ALLY
-10.0%
+6.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | +2.9% | +0.4% | +2.5% | +2.7% |
| 30D | -31.6% | +5.2% | -36.9% | -33.5% |
| 3M | -27.0% | -13.3% | -13.7% | -22.3% |
| 6M | -10.3% | -6.7% | -3.6% | -8.4% |
| YTD | +35.4% | -12.8% | +48.3% | +42.2% |
| 1Y | -1.0% | +0.7% | -1.7% | -3.4% |
| 3Y | +76.7% | +65.2% | +11.4% | +21.4% |
| All | -3.6% | -10.0% | +6.4% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling