+467.1%
DDOG vs BABA
-33.5%
+500.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -1.3% |
| 7D | -10.1% | -4.8% | -5.4% | -8.8% |
| 30D | -24.8% | -11.9% | -12.9% | -21.9% |
| 3M | -12.6% | -9.3% | -3.3% | -10.4% |
| 6M | +79.9% | -14.2% | +94.2% | +86.4% |
| YTD | +56.6% | -22.0% | +78.6% | +66.6% |
| 1Y | +61.6% | -12.7% | +74.3% | +64.7% |
| 3Y | +117.9% | +26.7% | +91.2% | +83.5% |
| 5Y | +54.2% | -29.3% | +83.6% | +50.0% |
| All | +467.1% | -33.5% | +500.5% | +406.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling