+117.1%
DDOG vs RGTI
+671.2%
-554.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.3% |
| 7D | +3.9% | +0.5% | +3.4% | +3.8% |
| 30D | -8.2% | -17.1% | +8.9% | -7.1% |
| 3M | -5.6% | -26.0% | +20.4% | -4.0% |
| 6M | +73.5% | -9.9% | +83.4% | +72.1% |
| YTD | +62.7% | -31.1% | +93.7% | +63.7% |
| 1Y | +59.0% | -8.5% | +67.5% | +54.9% |
| 3Y | +117.1% | +652.2% | -535.1% | +64.5% |
| All | +117.1% | +671.2% | -554.1% | +64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling