+72.1%
DDOG vs LIN
+38.5%
+33.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -19.1% | +2.0% | -21.1% | -19.2% |
| 30D | -39.2% | +7.9% | -47.0% | -39.8% |
| 3M | -31.6% | +6.3% | -37.9% | -32.1% |
| 6M | -10.9% | +6.5% | -17.4% | -11.9% |
| YTD | +31.2% | +23.6% | +7.6% | +21.6% |
| 1Y | -10.7% | +25.7% | -36.4% | -17.7% |
| 3Y | +72.1% | +35.6% | +36.5% | +58.7% |
| All | +72.1% | +38.5% | +33.6% | +58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling