+378.3%
DDOG vs RCL
+214.1%
+164.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -0.3% |
| 7D | -16.9% | +5.0% | -21.8% | -18.0% |
| 30D | -38.8% | +19.4% | -58.1% | -41.4% |
| 3M | -23.2% | +5.9% | -29.1% | -24.8% |
| 6M | -10.3% | +23.8% | -34.1% | -15.5% |
| YTD | +32.1% | +22.8% | +9.3% | +22.6% |
| 1Y | -6.1% | +34.3% | -40.3% | -14.9% |
| 3Y | +79.2% | +276.4% | -197.2% | +27.7% |
| 5Y | -8.6% | +281.6% | -290.2% | -39.0% |
| All | +378.3% | +214.1% | +164.3% | +241.7% |
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