+391.0%
DDOG vs LIN
+197.4%
+193.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.4% | +2.8% |
| 7D | -2.3% | +0.3% | -2.6% | -2.5% |
| 30D | -35.8% | +8.0% | -43.9% | -39.0% |
| 3M | -25.3% | +7.7% | -33.0% | -28.9% |
| 6M | -8.9% | +5.1% | -13.9% | -12.6% |
| YTD | +35.6% | +24.7% | +10.9% | +15.1% |
| 1Y | -6.8% | +25.1% | -31.9% | -21.2% |
| 3Y | +77.9% | +36.8% | +41.0% | +38.9% |
| 5Y | -3.1% | +67.9% | -71.0% | -34.9% |
| All | +391.0% | +197.4% | +193.7% | +112.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling