+499.9%
DDOG vs RCAT
+269.5%
+230.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -6.5% | +13.7% | +7.4% |
| 7D | +7.7% | -2.3% | +9.9% | +7.7% |
| 30D | -13.6% | -18.7% | +5.1% | -13.0% |
| 3M | -0.9% | -29.3% | +28.4% | +0.1% |
| 6M | +75.2% | -42.3% | +117.5% | +77.3% |
| YTD | +65.7% | +2.5% | +63.1% | +63.8% |
| 1Y | +60.4% | -5.7% | +66.1% | +58.1% |
| 3Y | +130.7% | +764.9% | -634.2% | +106.0% |
| 5Y | +59.9% | +182.3% | -122.4% | +44.5% |
| All | +499.9% | +269.5% | +230.4% | +339.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling