+19.8%
DDOG vs RCAT
-59.1%
+79.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -10.3% | -4.1% | -13.3% |
| 7D | -32.2% | -18.5% | -13.7% | -30.6% |
| 30D | -31.7% | -37.0% | +5.2% | -28.8% |
| 3M | -34.5% | -54.9% | +20.3% | -30.0% |
| 6M | +28.7% | -63.6% | +92.3% | +39.4% |
| YTD | +38.8% | -49.6% | +88.3% | +54.6% |
| 1Y | +19.8% | -57.8% | +77.6% | +31.8% |
| All | +19.8% | -59.1% | +79.0% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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