+60.4%
DDOG vs RGEN
+37.5%
+22.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.1% | +9.2% | +7.5% |
| 7D | +7.7% | -4.6% | +12.2% | +8.4% |
| 30D | -13.6% | +1.2% | -14.8% | -13.8% |
| 3M | -0.9% | +26.8% | -27.7% | -6.0% |
| 6M | +75.2% | +29.1% | +46.2% | +64.4% |
| YTD | +65.7% | +0.7% | +64.9% | +66.3% |
| 1Y | +60.4% | +39.1% | +21.3% | +50.4% |
| All | +60.4% | +37.5% | +22.9% | +50.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling