+55.0%
DDOG vs RCL
+249.6%
-194.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | -10.1% | -5.1% | -5.1% | -8.2% |
| 30D | -24.8% | -19.0% | -5.8% | -18.0% |
| 3M | -12.6% | -9.6% | -3.0% | -9.7% |
| 6M | +79.9% | -6.7% | +86.6% | +80.6% |
| YTD | +56.6% | -3.9% | +60.5% | +51.1% |
| 1Y | +61.6% | -25.1% | +86.7% | +73.9% |
| 3Y | +117.9% | +179.1% | -61.2% | +15.6% |
| All | +55.0% | +249.6% | -194.6% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling