-6.4%
DDOG vs BABA
-28.1%
+21.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.3% | +2.2% |
| 7D | -23.9% | +11.6% | -35.5% | -26.6% |
| 30D | -34.0% | +2.3% | -36.3% | -34.7% |
| 3M | -21.9% | -13.7% | -8.2% | -19.2% |
| 6M | +24.6% | -21.9% | +46.5% | +32.1% |
| YTD | +31.7% | -24.6% | +56.3% | +40.1% |
| 1Y | -6.2% | -34.1% | +27.9% | +3.9% |
| 3Y | +125.1% | +36.3% | +88.8% | +84.9% |
| All | -6.4% | -28.1% | +21.7% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling