-6.4%
DDOG vs RCAT
+46.9%
-53.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +18.6% | -16.1% | +1.0% |
| 7D | -23.9% | -12.7% | -11.2% | -23.1% |
| 30D | -34.0% | -34.3% | +0.3% | -31.9% |
| 3M | -21.9% | -53.4% | +31.5% | -17.5% |
| 6M | +24.6% | -62.0% | +86.5% | +32.4% |
| YTD | +31.7% | -49.1% | +80.7% | +35.3% |
| 1Y | -6.2% | -53.1% | +47.0% | -3.5% |
| 3Y | +125.1% | +318.7% | -193.6% | +79.1% |
| All | -6.4% | +46.9% | -53.3% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling