+390.4%
DDOG vs RCL
+201.3%
+189.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +2.9% | -1.2% | +4.0% | +3.1% |
| 30D | -31.6% | +17.8% | -49.5% | -34.4% |
| 3M | -27.0% | +4.9% | -31.9% | -28.3% |
| 6M | -10.3% | +23.7% | -34.0% | -15.5% |
| YTD | +35.4% | +17.8% | +17.6% | +26.8% |
| 1Y | -1.0% | +28.9% | -29.9% | -9.5% |
| 3Y | +76.7% | +241.9% | -165.2% | +28.5% |
| 5Y | -4.6% | +295.4% | -300.0% | -36.1% |
| All | +390.4% | +201.3% | +189.2% | +253.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling