-10.7%
DDOG vs BABA
-38.2%
+27.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.3% |
| 7D | -19.1% | +2.4% | -21.5% | -19.6% |
| 30D | -39.2% | -7.8% | -31.4% | -38.2% |
| 3M | -31.6% | -22.4% | -9.2% | -27.9% |
| 6M | -10.9% | -26.0% | +15.1% | -5.3% |
| YTD | +31.2% | -29.3% | +60.5% | +45.4% |
| 1Y | -10.7% | -37.5% | +26.8% | +1.9% |
| All | -10.7% | -38.2% | +27.5% | +1.9% |
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