+499.9%
DDOG vs ALNY
+200.6%
+299.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.8% | +8.0% | +7.4% |
| 7D | +7.7% | -3.5% | +11.2% | +8.7% |
| 30D | -13.6% | +18.9% | -32.5% | -18.2% |
| 3M | -0.9% | -13.3% | +12.4% | +0.6% |
| 6M | +75.2% | -20.3% | +95.5% | +80.7% |
| YTD | +65.7% | -35.1% | +100.8% | +81.9% |
| 1Y | +60.4% | -46.5% | +106.9% | +86.0% |
| 3Y | +130.7% | +28.1% | +102.6% | +88.8% |
| 5Y | +59.9% | +36.1% | +23.8% | +19.2% |
| All | +499.9% | +200.6% | +299.4% | +248.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling