+391.0%
DDOG vs RGEN
+110.0%
+281.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.1% | +3.7% |
| 7D | -2.3% | -3.1% | +0.8% | -0.9% |
| 30D | -35.8% | +0.1% | -35.9% | -35.7% |
| 3M | -25.3% | +4.8% | -30.0% | -27.4% |
| 6M | -8.9% | +48.9% | -57.8% | -25.7% |
| YTD | +35.6% | +5.3% | +30.2% | +27.8% |
| 1Y | -6.8% | +12.5% | -19.3% | -15.1% |
| 3Y | +77.9% | +17.0% | +60.9% | +41.0% |
| 5Y | -3.1% | -35.4% | +32.2% | -1.5% |
| All | +391.0% | +110.0% | +281.0% | +158.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling