+19.8%
DDOG vs RGTI
-69.7%
+89.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +1.1% | -15.5% | -14.6% |
| 7D | -32.2% | -9.6% | -22.6% | -31.3% |
| 30D | -31.7% | -26.0% | -5.7% | -29.3% |
| 3M | -34.5% | -35.8% | +1.3% | -31.3% |
| 6M | +28.7% | -36.7% | +65.3% | +32.2% |
| YTD | +38.8% | -49.4% | +88.2% | +41.3% |
| 1Y | +19.8% | -68.1% | +87.9% | +21.2% |
| All | +19.8% | -69.7% | +89.5% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 1y: compounded portfolio wealth divided by compounded RGTI 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…
1y analysis · Full analysis span regression · 6 months rolling