+467.1%
DDOG vs RCL
+145.7%
+321.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | -10.1% | -5.1% | -5.1% | -9.1% |
| 30D | -24.8% | -19.0% | -5.8% | -21.2% |
| 3M | -12.6% | -9.6% | -3.0% | -10.9% |
| 6M | +79.9% | -6.7% | +86.6% | +80.7% |
| YTD | +56.6% | -3.9% | +60.5% | +54.6% |
| 1Y | +61.6% | -25.1% | +86.7% | +68.4% |
| 3Y | +117.9% | +179.1% | -61.2% | +67.0% |
| 5Y | +54.2% | +243.3% | -189.1% | +8.3% |
| All | +467.1% | +145.7% | +321.4% | +330.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling