+115.3%
DDOG vs RGEN
-0.1%
+115.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.8% | -1.4% |
| 7D | -6.1% | -0.9% | -5.2% | -5.9% |
| 30D | -10.1% | +2.8% | -13.0% | -10.9% |
| 3M | -9.3% | +34.5% | -43.7% | -16.6% |
| 6M | +67.2% | +40.5% | +26.7% | +50.5% |
| YTD | +54.6% | +2.8% | +51.7% | +51.5% |
| 1Y | +54.1% | +39.6% | +14.5% | +38.3% |
| 3Y | +115.3% | +4.4% | +110.9% | +110.7% |
| All | +115.3% | -0.1% | +115.3% | +110.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling