+117.7%
DDOG vs RDW
+1.6%
+116.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.8% |
| 7D | +3.2% | +4.8% | -1.6% | +2.5% |
| 30D | -10.2% | -19.5% | +9.4% | -7.8% |
| 3M | -2.6% | -26.9% | +24.3% | -0.1% |
| 6M | +80.1% | +17.8% | +62.4% | +66.2% |
| YTD | +63.0% | +43.0% | +20.0% | +41.8% |
| 1Y | +59.4% | +32.1% | +27.3% | +36.5% |
| 3Y | +127.0% | +250.6% | -123.6% | +30.3% |
| 5Y | +61.7% | -6.6% | +68.3% | +8.2% |
| All | +117.7% | +1.6% | +116.1% | +45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling