+19.8%
DDOG vs RCL
+27.6%
-7.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +6.4% | -20.8% | -14.3% |
| 7D | -32.2% | +11.7% | -43.9% | -32.2% |
| 30D | -31.7% | +21.1% | -52.9% | -32.0% |
| 3M | -34.5% | +2.9% | -37.4% | -34.4% |
| 6M | +28.7% | +29.8% | -1.2% | +27.5% |
| YTD | +38.8% | +21.4% | +17.4% | +38.8% |
| 1Y | +19.8% | +32.0% | -12.2% | +20.3% |
| All | +19.8% | +27.6% | -7.8% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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