+76.9%
DDOG vs BABA
+30.4%
+46.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.5% | +3.5% |
| 7D | -2.3% | -3.6% | +1.3% | -1.9% |
| 30D | -35.8% | -8.4% | -27.5% | -35.1% |
| 3M | -25.3% | -20.6% | -4.7% | -22.9% |
| 6M | -8.9% | -25.4% | +16.5% | -5.3% |
| YTD | +35.6% | -30.1% | +65.7% | +42.3% |
| 1Y | -6.8% | -36.3% | +29.5% | -0.9% |
| All | +76.9% | +30.4% | +46.5% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling