+489.1%
DDOG vs ALNY
+189.7%
+299.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | +3.9% | -6.5% | +10.4% | +5.8% |
| 30D | -8.2% | +11.0% | -19.2% | -11.3% |
| 3M | -5.6% | -14.1% | +8.5% | -3.9% |
| 6M | +73.5% | -22.4% | +95.9% | +80.2% |
| YTD | +62.7% | -37.5% | +100.1% | +80.4% |
| 1Y | +59.0% | -46.9% | +105.9% | +84.6% |
| 3Y | +117.1% | +22.1% | +95.1% | +80.2% |
| 5Y | +61.3% | +31.2% | +30.1% | +21.4% |
| All | +489.1% | +189.7% | +299.4% | +245.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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