+64.0%
DDOG vs RGTI
+55.6%
+8.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +3.2% | -0.1% | +3.4% | +3.2% |
| 30D | -10.2% | -16.2% | +6.0% | -8.6% |
| 3M | -2.6% | -22.0% | +19.4% | -0.7% |
| 6M | +80.1% | -10.8% | +90.9% | +78.0% |
| YTD | +63.0% | -31.6% | +94.6% | +64.9% |
| 1Y | +59.4% | -6.4% | +65.7% | +51.8% |
| 3Y | +127.0% | +665.7% | -538.6% | +25.1% |
| All | +64.0% | +55.6% | +8.3% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling