+467.1%
DDOG vs RBA
+146.3%
+320.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -10.1% | -2.9% | -7.2% | -9.2% |
| 30D | -24.8% | -12.3% | -12.5% | -21.0% |
| 3M | -12.6% | -20.5% | +7.9% | -5.7% |
| 6M | +79.9% | -18.5% | +98.5% | +91.6% |
| YTD | +56.6% | -18.2% | +74.8% | +66.3% |
| 1Y | +61.6% | -27.5% | +89.1% | +79.0% |
| 3Y | +117.9% | +38.1% | +79.8% | +84.8% |
| 5Y | +54.2% | +44.8% | +9.4% | +25.7% |
| All | +467.1% | +146.3% | +320.8% | +303.7% |
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