+77.0%
DDOG vs RBRK
+130.3%
-53.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +3.2% | -3.5% | +6.7% | +4.7% |
| 30D | -10.2% | -8.3% | -1.9% | -7.5% |
| 3M | -2.6% | +24.7% | -27.3% | -12.0% |
| 6M | +80.1% | +58.9% | +21.2% | +48.4% |
| YTD | +63.0% | +16.3% | +46.8% | +48.5% |
| 1Y | +59.4% | +10.1% | +49.2% | +46.1% |
| All | +77.0% | +130.3% | -53.3% | +25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling