+72.1%
DDOG vs RACE
+26.8%
+45.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -19.1% | +0.2% | -19.3% | -19.3% |
| 30D | -39.2% | +6.6% | -45.8% | -40.5% |
| 3M | -31.6% | +2.2% | -33.8% | -32.3% |
| 6M | -10.9% | +22.4% | -33.3% | -17.3% |
| YTD | +31.2% | +13.8% | +17.4% | +23.7% |
| 1Y | -10.7% | +2.2% | -12.9% | -13.0% |
| 3Y | +72.1% | +25.6% | +46.5% | +53.2% |
| All | +72.1% | +26.8% | +45.3% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling