+19.8%
DDOG vs RDW
+9.7%
+10.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -4.9% | -9.5% | -14.3% |
| 7D | -32.2% | -14.3% | -17.9% | -31.9% |
| 30D | -31.7% | -26.0% | -5.7% | -31.4% |
| 3M | -34.5% | -27.4% | -7.1% | -34.2% |
| 6M | +28.7% | -10.6% | +39.3% | +27.5% |
| YTD | +38.8% | +1.6% | +37.2% | +45.1% |
| 1Y | +19.8% | +11.1% | +8.7% | +30.3% |
| All | +19.8% | +9.7% | +10.2% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 1y: compounded portfolio wealth divided by compounded RDW 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…
1y analysis · Full analysis span regression · 6 months rolling