+390.4%
DDOG vs DAL
+53.4%
+337.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.1% |
| 7D | +2.9% | -1.1% | +3.9% | +3.0% |
| 30D | -31.6% | +12.8% | -44.5% | -33.9% |
| 3M | -27.0% | -5.3% | -21.7% | -26.4% |
| 6M | -10.3% | +22.4% | -32.7% | -15.5% |
| YTD | +35.4% | +25.6% | +9.8% | +26.0% |
| 1Y | -1.0% | +45.5% | -46.5% | -11.3% |
| 3Y | +76.7% | +161.0% | -84.3% | +32.7% |
| 5Y | -4.6% | +112.2% | -116.8% | -26.6% |
| All | +390.4% | +53.4% | +337.0% | +322.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 10y: compounded portfolio wealth divided by compounded DAL 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…
10y analysis · Full analysis span regression · 6 months rolling