+365.0%
DDOG vs LIN
+194.4%
+170.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.7% | -6.8% | -7.1% |
| 7D | -34.3% | +3.6% | -37.9% | -35.9% |
| 30D | -37.2% | +6.4% | -43.6% | -39.8% |
| 3M | -38.3% | +6.5% | -44.8% | -40.9% |
| 6M | +19.8% | +4.9% | +15.0% | +14.6% |
| YTD | +28.4% | +23.4% | +4.9% | +9.6% |
| 1Y | +12.7% | +26.3% | -13.7% | -5.5% |
| 3Y | +112.8% | +38.0% | +74.8% | +64.8% |
| 5Y | -5.9% | +68.0% | -73.9% | -36.7% |
| All | +365.0% | +194.4% | +170.6% | +102.2% |
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