+376.8%
DDOG vs RACE
+183.8%
+193.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +3.4% |
| 7D | -23.9% | +5.1% | -29.0% | -26.6% |
| 30D | -34.0% | +7.7% | -41.7% | -37.4% |
| 3M | -21.9% | +2.2% | -24.1% | -23.8% |
| 6M | +24.6% | +23.8% | +0.8% | +6.6% |
| YTD | +31.7% | +13.9% | +17.8% | +17.3% |
| 1Y | -6.2% | +3.8% | -9.9% | -11.3% |
| 3Y | +125.1% | +28.0% | +97.0% | +64.1% |
| 5Y | -3.5% | +64.9% | -68.4% | -45.1% |
| All | +376.8% | +183.8% | +193.0% | +80.8% |
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