+378.3%
DDOG vs RBA
+182.3%
+196.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.5% |
| 7D | -16.9% | +2.5% | -19.4% | -17.7% |
| 30D | -38.8% | +11.6% | -50.3% | -41.4% |
| 3M | -23.2% | +1.5% | -24.7% | -24.1% |
| 6M | -10.3% | -6.6% | -3.6% | -9.3% |
| YTD | +32.1% | -6.3% | +38.3% | +32.7% |
| 1Y | -6.1% | -4.0% | -2.1% | -6.5% |
| 3Y | +79.2% | +47.3% | +31.9% | +48.1% |
| 5Y | -8.6% | +47.7% | -56.3% | -27.2% |
| All | +378.3% | +182.3% | +196.0% | +222.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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