-6.4%
DDOG vs LIN
+64.4%
-70.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.7% | +3.2% |
| 7D | -23.9% | +0.2% | -24.1% | -24.3% |
| 30D | -34.0% | +6.5% | -40.5% | -37.1% |
| 3M | -21.9% | +5.5% | -27.4% | -25.1% |
| 6M | +24.6% | +3.3% | +21.3% | +19.6% |
| YTD | +31.7% | +22.0% | +9.6% | +9.6% |
| 1Y | -6.2% | +25.7% | -31.9% | -23.9% |
| 3Y | +125.1% | +36.2% | +88.8% | +62.2% |
| All | -6.4% | +64.4% | -70.8% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling