+71.1%
DDOG vs RDDT
+217.8%
-146.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -0.7% |
| 7D | -6.1% | +3.3% | -9.4% | -6.8% |
| 30D | -10.1% | -7.6% | -2.5% | -9.2% |
| 3M | -9.3% | -12.7% | +3.5% | -8.3% |
| 6M | +67.2% | +7.2% | +60.0% | +62.0% |
| YTD | +54.6% | -35.0% | +89.6% | +61.5% |
| 1Y | +54.1% | -35.0% | +89.1% | +59.3% |
| All | +71.1% | +217.8% | -146.7% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RDDT.
Daily Out/Under-Performance
Portfolio return minus RDDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDDT 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 RDDT 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