+391.2%
DDOG vs RBA
+177.9%
+213.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.5% |
| 7D | +5.6% | -0.5% | +6.2% | +5.8% |
| 30D | -34.9% | +6.8% | -41.7% | -36.8% |
| 3M | -23.4% | +9.5% | -32.9% | -26.4% |
| 6M | -7.7% | -8.2% | +0.5% | -6.2% |
| YTD | +35.6% | -7.7% | +43.4% | +37.0% |
| 1Y | -3.4% | -6.9% | +3.5% | -2.7% |
| 3Y | +78.0% | +61.6% | +16.3% | +42.2% |
| 5Y | -4.4% | +44.7% | -49.2% | -23.3% |
| All | +391.2% | +177.9% | +213.3% | +232.6% |
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