+390.4%
DDOG vs RGEN
+104.1%
+286.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.5% |
| 7D | +2.9% | -3.3% | +6.1% | +4.3% |
| 30D | -31.6% | -5.8% | -25.8% | -29.7% |
| 3M | -27.0% | +0.2% | -27.2% | -27.7% |
| 6M | -10.3% | +56.8% | -67.1% | -28.5% |
| YTD | +35.4% | +2.4% | +33.0% | +29.2% |
| 1Y | -1.0% | +11.4% | -12.4% | -9.4% |
| 3Y | +76.7% | +15.2% | +61.5% | +40.7% |
| 5Y | -4.6% | -35.1% | +30.5% | -3.4% |
| All | +390.4% | +104.1% | +286.3% | +160.8% |
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