+391.2%
DDOG vs RACE
+176.6%
+214.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +1.5% |
| 7D | +5.6% | -4.0% | +9.7% | +8.2% |
| 30D | -34.9% | +3.5% | -38.4% | -36.8% |
| 3M | -23.4% | -0.4% | -23.0% | -24.1% |
| 6M | -7.7% | +23.2% | -30.9% | -21.0% |
| YTD | +35.6% | +11.0% | +24.7% | +22.7% |
| 1Y | -3.4% | -2.2% | -1.1% | -5.1% |
| 3Y | +78.0% | +22.5% | +55.4% | +33.8% |
| 5Y | -4.4% | +63.2% | -67.6% | -45.2% |
| All | +391.2% | +176.6% | +214.7% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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