+55.0%
DDOG vs RACE
+93.6%
-38.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.1% | +0.4% |
| 7D | -10.1% | -2.5% | -7.6% | -8.6% |
| 30D | -24.8% | +0.8% | -25.6% | -25.4% |
| 3M | -12.6% | +17.2% | -29.7% | -22.3% |
| 6M | +79.9% | +13.6% | +66.4% | +61.6% |
| YTD | +56.6% | +12.2% | +44.4% | +40.9% |
| 1Y | +61.6% | -16.3% | +77.8% | +76.3% |
| 3Y | +117.9% | +36.4% | +81.4% | +31.0% |
| All | +55.0% | +93.6% | -38.5% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling