+459.9%
DDOG vs RCL
+145.1%
+314.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -6.1% | -0.5% | -5.6% | -6.0% |
| 30D | -10.1% | -17.3% | +7.2% | -6.3% |
| 3M | -9.3% | -2.8% | -6.5% | -9.1% |
| 6M | +67.2% | -4.4% | +71.6% | +67.0% |
| YTD | +54.6% | -4.2% | +58.8% | +52.7% |
| 1Y | +54.1% | -23.4% | +77.5% | +59.7% |
| 3Y | +115.3% | +179.4% | -64.1% | +65.0% |
| 5Y | +50.6% | +238.8% | -188.1% | +5.9% |
| All | +459.9% | +145.1% | +314.8% | +325.7% |
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