+467.1%
DDOG vs RGEN
+103.9%
+363.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.3% |
| 7D | -10.1% | -4.9% | -5.2% | -8.2% |
| 30D | -24.8% | +5.7% | -30.5% | -26.9% |
| 3M | -12.6% | +32.4% | -45.0% | -24.2% |
| 6M | +79.9% | +33.2% | +46.8% | +52.9% |
| YTD | +56.6% | +2.3% | +54.3% | +50.2% |
| 1Y | +61.6% | +39.0% | +22.6% | +32.5% |
| 3Y | +117.9% | -4.6% | +122.5% | +91.8% |
| 5Y | +54.2% | -42.7% | +96.9% | +65.5% |
| All | +467.1% | +103.9% | +363.1% | +203.2% |
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