-4.4%
DDOG vs DAL
+106.7%
-111.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.3% | +2.0% |
| 7D | +5.6% | +1.4% | +4.3% | +4.9% |
| 30D | -34.9% | +9.1% | -44.0% | -37.6% |
| 3M | -23.4% | -3.5% | -19.9% | -23.1% |
| 6M | -7.7% | +23.4% | -31.1% | -16.8% |
| YTD | +35.6% | +26.0% | +9.6% | +19.6% |
| 1Y | -3.4% | +44.6% | -48.0% | -20.0% |
| 3Y | +78.0% | +162.7% | -84.7% | -2.7% |
| 5Y | -4.4% | +113.0% | -117.4% | -45.1% |
| All | -4.4% | +106.7% | -111.1% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling