-6.4%
DDOG vs RBA
+37.7%
-44.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.9% | +3.0% |
| 7D | -23.9% | +4.3% | -28.2% | -25.3% |
| 30D | -34.0% | +16.3% | -50.3% | -38.2% |
| 3M | -21.9% | +1.3% | -23.2% | -22.8% |
| 6M | +24.6% | -11.1% | +35.6% | +28.1% |
| YTD | +31.7% | -8.5% | +40.1% | +33.3% |
| 1Y | -6.2% | -2.1% | -4.0% | -7.7% |
| 3Y | +125.1% | +44.6% | +80.5% | +79.7% |
| All | -6.4% | +37.7% | -44.1% | -21.6% |
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 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