+119.5%
DDOG vs LIN
+38.0%
+81.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.7% | -6.8% | -7.4% |
| 7D | -34.3% | +3.6% | -37.9% | -34.5% |
| 30D | -37.2% | +6.4% | -43.6% | -37.7% |
| 3M | -38.3% | +6.5% | -44.8% | -38.7% |
| 6M | +19.8% | +4.9% | +15.0% | +18.9% |
| YTD | +28.4% | +23.4% | +4.9% | +20.1% |
| 1Y | +12.7% | +26.3% | -13.7% | +4.5% |
| All | +119.5% | +38.0% | +81.5% | +132.8% |
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