+467.1%
DDOG vs RACE
+179.6%
+287.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.1% | +0.3% |
| 7D | -10.1% | -2.5% | -7.6% | -8.7% |
| 30D | -24.8% | +0.8% | -25.6% | -25.4% |
| 3M | -12.6% | +17.2% | -29.7% | -21.7% |
| 6M | +79.9% | +13.6% | +66.4% | +62.8% |
| YTD | +56.6% | +12.2% | +44.4% | +42.0% |
| 1Y | +61.6% | -16.3% | +77.8% | +74.3% |
| 3Y | +117.9% | +36.4% | +81.4% | +51.1% |
| 5Y | +54.2% | +95.0% | -40.7% | -18.8% |
| All | +467.1% | +179.6% | +287.5% | +118.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling