+390.4%
DDOG vs RCAT
+72.7%
+317.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.3% | 0.0% |
| 7D | +2.9% | -5.9% | +8.8% | +3.1% |
| 30D | -31.6% | -19.7% | -12.0% | -31.1% |
| 3M | -27.0% | -62.9% | +35.9% | -24.4% |
| 6M | -10.3% | -59.6% | +49.3% | -7.7% |
| YTD | +35.4% | -52.1% | +87.5% | +37.6% |
| 1Y | -1.0% | -50.9% | +49.9% | +0.3% |
| 3Y | +76.7% | +333.8% | -257.1% | +61.9% |
| 5Y | -4.6% | +40.7% | -45.3% | -11.3% |
| All | +390.4% | +72.7% | +317.7% | +269.0% |
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