+120.2%
DDOG vs RCAT
+737.0%
-616.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.7% |
| 7D | -10.1% | -1.4% | -8.7% | -10.1% |
| 30D | -24.8% | -3.3% | -21.5% | -24.6% |
| 3M | -12.6% | -43.2% | +30.6% | -10.2% |
| 6M | +79.9% | -43.2% | +123.1% | +83.7% |
| YTD | +56.6% | +5.5% | +51.0% | +54.2% |
| 1Y | +61.6% | -1.6% | +63.2% | +58.3% |
| All | +120.2% | +737.0% | -616.8% | +90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling