+54.1%
DDOG vs RBA
-28.4%
+82.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.7% |
| 7D | -6.1% | -1.1% | -5.0% | -5.8% |
| 30D | -10.1% | -13.2% | +3.1% | -6.4% |
| 3M | -9.3% | -21.4% | +12.1% | -4.1% |
| 6M | +67.2% | -20.9% | +88.1% | +75.1% |
| YTD | +54.6% | -19.9% | +74.4% | +64.3% |
| 1Y | +54.1% | -28.7% | +82.8% | +68.9% |
| All | +54.1% | -28.4% | +82.5% | +68.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling