+378.3%
DDOG vs LIN
+193.9%
+184.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.2% |
| 7D | -16.9% | +0.1% | -17.0% | -17.2% |
| 30D | -38.8% | +7.6% | -46.3% | -41.7% |
| 3M | -23.2% | +6.5% | -29.8% | -26.5% |
| 6M | -10.3% | +6.2% | -16.5% | -14.6% |
| YTD | +32.1% | +23.2% | +8.9% | +12.8% |
| 1Y | -6.1% | +25.4% | -31.5% | -20.8% |
| 3Y | +79.2% | +38.3% | +40.9% | +38.7% |
| 5Y | -8.6% | +64.4% | -73.0% | -37.9% |
| All | +378.3% | +193.9% | +184.5% | +108.2% |
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