+499.9%
DDOG vs RGEN
+100.8%
+399.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.1% | +9.2% | +8.0% |
| 7D | +7.7% | -4.6% | +12.2% | +9.7% |
| 30D | -13.6% | +1.2% | -14.8% | -14.4% |
| 3M | -0.9% | +26.8% | -27.7% | -12.4% |
| 6M | +75.2% | +29.1% | +46.2% | +51.2% |
| YTD | +65.7% | +0.7% | +64.9% | +59.8% |
| 1Y | +60.4% | +39.1% | +21.3% | +31.4% |
| 3Y | +130.7% | +2.2% | +128.4% | +94.9% |
| 5Y | +59.9% | -44.0% | +103.9% | +73.3% |
| All | +499.9% | +100.8% | +399.1% | +222.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling