-3.6%
DDOG vs RBA
+45.7%
-49.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | +2.9% | +1.7% | +1.1% | +2.2% |
| 30D | -31.6% | +8.3% | -40.0% | -34.1% |
| 3M | -27.0% | +10.5% | -37.5% | -30.3% |
| 6M | -10.3% | -5.9% | -4.4% | -9.6% |
| YTD | +35.4% | -6.9% | +42.3% | +36.2% |
| 1Y | -1.0% | -4.9% | +3.9% | -1.3% |
| 3Y | +76.7% | +64.5% | +12.2% | +33.3% |
| All | -3.6% | +45.7% | -49.3% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling