+59.0%
DDOG vs RBRK
+5.6%
+53.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +1.2% |
| 7D | +3.9% | -7.5% | +11.4% | +8.3% |
| 30D | -8.2% | -10.4% | +2.2% | -3.6% |
| 3M | -5.6% | +21.3% | -26.8% | -17.4% |
| 6M | +73.5% | +50.6% | +22.9% | +34.5% |
| YTD | +62.7% | +13.3% | +49.4% | +36.0% |
| 1Y | +59.0% | +11.2% | +47.7% | +36.9% |
| All | +59.0% | +5.6% | +53.4% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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