+61.6%
DDOG vs LIN
+2.8%
+58.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -1.2% |
| 7D | -10.1% | -2.1% | -8.0% | -10.8% |
| 30D | -24.8% | -2.4% | -22.4% | -25.4% |
| 3M | -12.6% | -5.6% | -7.0% | -14.2% |
| 6M | +79.9% | -3.4% | +83.3% | +78.8% |
| YTD | +56.6% | +13.1% | +43.5% | +60.4% |
| 1Y | +61.6% | +2.5% | +59.1% | +66.6% |
| All | +61.6% | +2.8% | +58.8% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 1y: compounded portfolio wealth divided by compounded LIN 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…
1y analysis · Full analysis span regression · 6 months rolling