+376.8%
DDOG vs RBA
+175.7%
+201.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.9% | +3.0% |
| 7D | -23.9% | +4.3% | -28.2% | -25.2% |
| 30D | -34.0% | +16.3% | -50.3% | -37.9% |
| 3M | -21.9% | +1.3% | -23.2% | -22.8% |
| 6M | +24.6% | -11.1% | +35.6% | +27.9% |
| YTD | +31.7% | -8.5% | +40.1% | +33.4% |
| 1Y | -6.2% | -2.1% | -4.0% | -7.3% |
| 3Y | +125.1% | +44.6% | +80.5% | +87.1% |
| 5Y | -3.5% | +36.8% | -40.3% | -21.3% |
| All | +376.8% | +175.7% | +201.1% | +223.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling