+19.8%
DDOG vs BABA
-34.7%
+54.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +4.9% | -19.3% | -15.3% |
| 7D | -32.2% | +4.3% | -36.5% | -32.8% |
| 30D | -31.7% | -5.0% | -26.8% | -30.9% |
| 3M | -34.5% | -18.4% | -16.1% | -31.2% |
| 6M | +28.7% | -20.3% | +48.9% | +35.5% |
| YTD | +38.8% | -27.5% | +66.3% | +54.6% |
| 1Y | +19.8% | -35.3% | +55.1% | +42.9% |
| All | +19.8% | -34.7% | +54.5% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 1y: compounded portfolio wealth divided by compounded BABA 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…
1y analysis · Full analysis span regression · 6 months rolling