-8.6%
DDOG vs RGEN
-34.8%
+26.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -1.0% |
| 7D | -16.9% | +3.5% | -20.3% | -18.0% |
| 30D | -38.8% | +2.9% | -41.7% | -39.3% |
| 3M | -23.2% | +9.2% | -32.4% | -26.4% |
| 6M | -10.3% | +44.9% | -55.2% | -25.1% |
| YTD | +32.1% | +9.2% | +22.9% | +23.5% |
| 1Y | -6.1% | +25.3% | -31.4% | -17.7% |
| 3Y | +79.2% | +21.7% | +57.5% | +41.0% |
| 5Y | -8.6% | -34.5% | +25.9% | -4.3% |
| All | -8.6% | -34.8% | +26.2% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling