+375.1%
DDOG vs RGEN
+111.7%
+263.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +0.5% |
| 7D | -19.1% | -2.4% | -16.7% | -18.2% |
| 30D | -39.2% | +0.1% | -39.2% | -39.1% |
| 3M | -31.6% | +6.6% | -38.2% | -34.0% |
| 6M | -10.9% | +40.9% | -51.8% | -25.6% |
| YTD | +31.2% | +6.2% | +25.0% | +23.3% |
| 1Y | -10.7% | +19.4% | -30.1% | -20.9% |
| 3Y | +72.1% | +17.9% | +54.2% | +36.0% |
| 5Y | -5.5% | -34.0% | +28.5% | -4.8% |
| All | +375.1% | +111.7% | +263.4% | +148.9% |
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